+528.8%
APP vs BWA
+32.4%
+496.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +2.6% |
| 7D | +79.2% | -0.6% | +79.8% | +78.5% |
| 30D | +48.0% | -16.1% | +64.1% | +58.7% |
| 3M | +18.2% | -24.6% | +42.8% | +32.0% |
| 6M | -12.5% | -15.7% | +3.2% | -7.9% |
| YTD | -39.2% | +15.1% | -54.2% | -47.7% |
| 1Y | -33.9% | +15.9% | -49.7% | -43.6% |
| 3Y | +933.3% | +67.1% | +866.2% | +571.8% |
| 5Y | +295.9% | +34.7% | +261.1% | +157.5% |
| All | +528.8% | +32.4% | +496.5% | +295.7% |
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