+382.3%
APP vs BNY
+287.6%
+94.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +0.3% | -1.1% | +1.3% | +1.3% |
| 30D | -1.3% | +1.4% | -2.7% | -2.9% |
| 3M | -36.2% | +16.8% | -53.0% | -45.4% |
| 6M | -34.1% | +42.0% | -76.1% | -53.7% |
| YTD | -53.3% | +41.9% | -95.2% | -66.6% |
| 1Y | -44.5% | +59.2% | -103.7% | -64.3% |
| 3Y | +646.7% | +290.9% | +355.7% | +130.1% |
| 5Y | +306.4% | +259.0% | +47.4% | +34.0% |
| All | +382.3% | +287.6% | +94.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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