+887.9%
APP vs BNY
+262.4%
+625.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.5% |
| 7D | +4.6% | +3.9% | +0.7% | +0.9% |
| 30D | +56.0% | +11.9% | +44.1% | +38.1% |
| 3M | +30.8% | -5.0% | +35.9% | +36.7% |
| 6M | -9.8% | +14.6% | -24.4% | -24.9% |
| YTD | -39.3% | +34.5% | -73.8% | -58.0% |
| 1Y | -26.4% | +40.6% | -67.0% | -51.5% |
| 3Y | +887.9% | +261.7% | +626.2% | +178.7% |
| All | +887.9% | +262.4% | +625.6% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling