+520.8%
APP vs BWA
+31.9%
+488.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.7% |
| 7D | +48.9% | +1.7% | +47.2% | +47.2% |
| 30D | +49.4% | -14.6% | +64.0% | +59.1% |
| 3M | +27.0% | -26.2% | +53.3% | +43.3% |
| 6M | -15.4% | -18.4% | +3.0% | -9.6% |
| YTD | -39.9% | +14.7% | -54.6% | -48.3% |
| 1Y | -32.0% | +13.3% | -45.3% | -41.2% |
| 3Y | +824.3% | +64.7% | +759.6% | +505.9% |
| 5Y | +252.4% | +32.2% | +220.3% | +130.0% |
| All | +520.8% | +31.9% | +488.9% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling