-32.0%
APP vs BWA
+14.3%
-46.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.4% |
| 7D | +48.9% | +1.7% | +47.2% | +49.0% |
| 30D | +49.4% | -14.6% | +64.0% | +50.2% |
| 3M | +27.0% | -26.2% | +53.3% | +27.7% |
| 6M | -15.4% | -18.4% | +3.0% | -14.1% |
| YTD | -39.9% | +14.7% | -54.6% | -39.7% |
| 1Y | -32.0% | +13.3% | -45.3% | -31.6% |
| All | -32.0% | +14.3% | -46.2% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling