+664.1%
APP vs BRKR
-11.8%
+675.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.1% |
| 7D | +1.1% | -8.7% | +9.7% | +2.6% |
| 30D | +6.6% | -9.9% | +16.5% | +8.4% |
| 3M | -32.3% | -3.1% | -29.2% | -32.9% |
| 6M | -29.8% | +45.5% | -75.3% | -36.0% |
| YTD | -51.9% | +13.7% | -65.6% | -54.3% |
| 1Y | -43.3% | +67.4% | -110.7% | -49.6% |
| 3Y | +664.1% | -13.2% | +677.3% | +617.9% |
| All | +664.1% | -11.8% | +675.8% | +617.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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