+396.9%
APP vs BRKR
-20.1%
+416.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.1% |
| 7D | +1.1% | -8.7% | +9.7% | +4.3% |
| 30D | +6.6% | -9.9% | +16.5% | +10.3% |
| 3M | -32.3% | -3.1% | -29.2% | -33.7% |
| 6M | -29.8% | +45.5% | -75.3% | -42.6% |
| YTD | -51.9% | +13.7% | -65.6% | -56.7% |
| 1Y | -43.3% | +67.4% | -110.7% | -57.5% |
| 3Y | +664.1% | -13.2% | +677.3% | +582.3% |
| 5Y | +318.7% | -39.5% | +358.1% | +334.2% |
| All | +396.9% | -20.1% | +416.9% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling