-39.3%
APP vs BP
+28.1%
-67.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | -6.3% | +67.4% | +56.7% |
| 30D | +42.8% | -3.6% | +46.4% | +41.0% |
| 3M | +16.7% | +5.2% | +11.4% | +20.2% |
| 6M | -15.6% | +5.3% | -20.9% | -10.2% |
| YTD | -41.3% | +33.1% | -74.4% | -36.0% |
| 1Y | -39.3% | +26.3% | -65.6% | -33.3% |
| All | -39.3% | +28.1% | -67.4% | -33.3% |
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