-35.9%
APP vs BP
+34.1%
-70.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.4% |
| 7D | +0.9% | +3.9% | -3.1% | +2.3% |
| 30D | -23.3% | +7.6% | -30.9% | -20.9% |
| 3M | -42.6% | +0.7% | -43.3% | -40.4% |
| 6M | -33.6% | +15.5% | -49.1% | -31.7% |
| YTD | -52.4% | +30.8% | -83.3% | -50.1% |
| 1Y | -35.9% | +34.3% | -70.2% | -32.3% |
| All | -35.9% | +34.1% | -70.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling