-43.3%
APP vs BLK
-0.2%
-43.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.3% |
| 7D | +1.1% | -3.3% | +4.4% | +2.5% |
| 30D | +6.6% | -6.5% | +13.2% | +9.6% |
| 3M | -32.3% | +6.7% | -39.1% | -34.5% |
| 6M | -29.8% | +14.7% | -44.5% | -35.1% |
| YTD | -51.9% | +2.5% | -54.4% | -52.5% |
| 1Y | -43.3% | -2.8% | -40.5% | -42.0% |
| All | -43.3% | -0.2% | -43.1% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling