+391.7%
APP vs BMY
+29.1%
+362.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -23.3% | +5.0% | -28.3% | -22.9% |
| 3M | -42.6% | +19.4% | -62.0% | -41.5% |
| 6M | -33.6% | +9.5% | -43.1% | -32.6% |
| YTD | -52.4% | +28.1% | -80.5% | -51.4% |
| 1Y | -35.9% | +50.0% | -85.9% | -34.2% |
| 3Y | +642.2% | +24.1% | +618.1% | +681.6% |
| 5Y | +311.1% | +25.0% | +286.1% | +337.9% |
| All | +391.7% | +29.1% | +362.6% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling