+391.7%
APP vs BNY
+292.6%
+99.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.9% |
| 7D | +0.9% | +1.4% | -0.6% | -0.4% |
| 30D | -23.3% | +3.8% | -27.1% | -26.2% |
| 3M | -42.6% | +14.9% | -57.6% | -50.1% |
| 6M | -33.6% | +40.3% | -73.9% | -52.8% |
| YTD | -52.4% | +43.8% | -96.2% | -66.4% |
| 1Y | -35.9% | +58.9% | -94.8% | -58.6% |
| 3Y | +642.2% | +290.4% | +351.8% | +128.6% |
| 5Y | +311.1% | +250.1% | +61.0% | +33.5% |
| All | +391.7% | +292.6% | +99.0% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling