+892.4%
APP vs BP
+42.8%
+849.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +9.8% |
| 7D | +71.2% | -11.6% | +82.8% | +71.1% |
| 30D | +39.1% | 0.0% | +39.0% | +38.5% |
| 3M | +16.5% | +6.7% | +9.8% | +15.6% |
| 6M | -16.6% | +2.2% | -18.7% | -16.4% |
| YTD | -41.9% | +33.0% | -74.9% | -46.5% |
| 1Y | -37.0% | +30.7% | -67.8% | -41.7% |
| 3Y | +892.4% | +44.2% | +848.2% | +809.3% |
| All | +892.4% | +42.8% | +849.7% | +809.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling