-25.5%
APP vs BP
-1.4%
-24.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +29.2% |
| 7D | +39.7% | -11.2% | +50.9% | +28.1% |
| 30D | +27.7% | -0.7% | +28.4% | +28.3% |
| 3M | -14.8% | +9.8% | -24.6% | -4.8% |
| 6M | -25.5% | -1.6% | -23.9% | -15.7% |
| All | -25.5% | -1.4% | -24.1% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling