+446.2%
APP vs BP
+131.8%
+314.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +31.3% |
| 7D | +39.7% | -11.2% | +50.9% | +41.9% |
| 30D | +27.7% | -0.7% | +28.4% | +27.2% |
| 3M | -14.8% | +9.8% | -24.6% | -17.0% |
| 6M | -25.5% | -1.6% | -23.9% | -25.9% |
| YTD | -47.2% | +33.5% | -80.6% | -52.1% |
| 1Y | -42.3% | +31.7% | -74.0% | -47.6% |
| 3Y | +806.8% | +45.1% | +761.7% | +693.2% |
| 5Y | +261.6% | +105.9% | +155.7% | +185.3% |
| All | +446.2% | +131.8% | +314.3% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling