+329.1%
APP vs BNY
+252.4%
+76.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -4.4% | +0.3% | -4.7% | -4.7% |
| 30D | -10.0% | +1.9% | -11.9% | -12.0% |
| 3M | -41.4% | +13.9% | -55.3% | -49.2% |
| 6M | -41.0% | +42.3% | -83.3% | -59.8% |
| YTD | -54.7% | +41.8% | -96.6% | -68.5% |
| 1Y | -45.3% | +57.9% | -103.3% | -65.8% |
| 3Y | +624.3% | +290.7% | +333.5% | +97.0% |
| 5Y | +329.1% | +252.3% | +76.8% | +29.4% |
| All | +329.1% | +252.4% | +76.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling