+528.8%
APP vs BMY
+21.3%
+507.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +79.2% | -1.4% | +80.6% | +78.9% |
| 30D | +48.0% | +5.1% | +42.9% | +48.8% |
| 3M | +18.2% | -3.0% | +21.2% | +18.0% |
| 6M | -12.5% | +13.1% | -25.6% | -11.2% |
| YTD | -39.2% | +20.3% | -59.5% | -38.1% |
| 1Y | -33.9% | +39.0% | -72.9% | -32.5% |
| 3Y | +933.3% | +42.0% | +891.3% | +934.7% |
| 5Y | +295.9% | +28.5% | +267.3% | +309.1% |
| All | +528.8% | +21.3% | +507.6% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling