+500.0%
APP vs BN
+77.7%
+422.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.7% |
| 7D | +71.2% | +5.3% | +65.9% | +61.3% |
| 30D | +39.1% | +11.9% | +27.2% | +23.8% |
| 3M | +16.5% | -5.7% | +22.3% | +21.2% |
| 6M | -16.6% | -10.6% | -5.9% | -9.0% |
| YTD | -41.9% | -9.4% | -32.6% | -38.7% |
| 1Y | -37.0% | -8.8% | -28.3% | -34.1% |
| 3Y | +892.4% | +95.6% | +796.8% | +385.4% |
| 5Y | +297.3% | +30.2% | +267.1% | +189.8% |
| All | +500.0% | +77.7% | +422.3% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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