+640.8%
APP vs BLK
+69.2%
+571.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.1% |
| 7D | +0.1% | -2.4% | +2.5% | +2.0% |
| 30D | -10.0% | -3.1% | -6.9% | -8.0% |
| 3M | -44.6% | +10.7% | -55.3% | -49.7% |
| 6M | -37.9% | +15.9% | -53.7% | -46.6% |
| YTD | -53.7% | +4.0% | -57.7% | -56.2% |
| 1Y | -43.0% | +1.3% | -44.2% | -45.2% |
| 3Y | +640.8% | +69.6% | +571.2% | +349.0% |
| All | +640.8% | +69.2% | +571.6% | +349.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling