+378.5%
APP vs BWA
+70.5%
+308.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.9% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | -10.0% | -2.9% | -7.1% | -9.1% |
| 3M | -44.6% | -12.4% | -32.2% | -41.6% |
| 6M | -37.9% | +28.6% | -66.4% | -45.7% |
| YTD | -53.7% | +48.2% | -101.9% | -64.0% |
| 1Y | -43.0% | +50.9% | -93.9% | -56.5% |
| 3Y | +640.8% | +72.2% | +568.6% | +397.7% |
| 5Y | +358.8% | +91.1% | +267.8% | +167.9% |
| All | +378.5% | +70.5% | +308.0% | +172.5% |
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