+520.8%
APP vs BP
+134.7%
+386.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +48.9% | -0.8% | +49.7% | +49.0% |
| 30D | +49.4% | -3.1% | +52.6% | +49.6% |
| 3M | +27.0% | +6.2% | +20.9% | +24.8% |
| 6M | -15.4% | +4.8% | -20.2% | -17.0% |
| YTD | -39.9% | +35.2% | -75.1% | -45.6% |
| 1Y | -32.0% | +27.4% | -59.4% | -37.4% |
| 3Y | +824.3% | +49.8% | +774.6% | +703.0% |
| 5Y | +252.4% | +109.4% | +143.0% | +177.2% |
| All | +520.8% | +134.7% | +386.1% | +359.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling