+506.6%
APP vs BP
+131.2%
+375.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | -6.3% | +67.4% | +62.4% |
| 30D | +42.8% | -3.6% | +46.4% | +42.9% |
| 3M | +16.7% | +5.2% | +11.4% | +14.7% |
| 6M | -15.6% | +5.3% | -20.9% | -17.5% |
| YTD | -41.3% | +33.1% | -74.4% | -46.8% |
| 1Y | -39.3% | +26.3% | -65.6% | -44.1% |
| 3Y | +803.2% | +47.5% | +755.7% | +686.2% |
| 5Y | +313.2% | +106.2% | +207.0% | +225.6% |
| All | +506.6% | +131.2% | +375.4% | +349.6% |
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