+887.9%
APP vs BLK
+97.8%
+790.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.5% |
| 7D | +4.6% | +3.7% | +0.8% | +1.9% |
| 30D | +56.0% | +13.9% | +42.1% | +40.0% |
| 3M | +30.8% | +3.9% | +26.9% | +25.8% |
| 6M | -9.8% | +13.0% | -22.8% | -19.6% |
| YTD | -39.3% | +16.1% | -55.4% | -47.7% |
| 1Y | -26.4% | +16.8% | -43.2% | -37.0% |
| 3Y | +887.9% | +97.7% | +790.3% | +448.6% |
| All | +887.9% | +97.8% | +790.1% | +448.6% |
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