+503.8%
APP vs BP
+137.7%
+366.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -2.9% |
| 7D | +10.6% | +2.5% | +8.0% | +10.2% |
| 30D | +44.6% | -5.6% | +50.2% | +45.4% |
| 3M | +29.6% | +8.0% | +21.6% | +27.0% |
| 6M | -19.8% | +5.7% | -25.4% | -21.4% |
| YTD | -41.6% | +36.8% | -78.4% | -47.2% |
| 1Y | -32.7% | +30.7% | -63.4% | -38.4% |
| 3Y | +799.0% | +51.6% | +747.4% | +679.7% |
| 5Y | +250.4% | +112.2% | +138.2% | +175.1% |
| All | +503.8% | +137.7% | +366.1% | +345.9% |
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