+298.1%
APP vs BWA
+27.4%
+270.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +4.6% | +4.3% | +0.3% | +2.8% |
| 30D | +56.0% | -13.0% | +69.0% | +65.3% |
| 3M | +30.8% | -24.8% | +55.7% | +47.4% |
| 6M | -9.8% | -23.5% | +13.7% | 0.0% |
| YTD | -39.3% | +13.8% | -53.1% | -48.4% |
| 1Y | -26.4% | +13.4% | -39.9% | -37.6% |
| 3Y | +887.9% | +62.8% | +825.2% | +518.7% |
| All | +298.1% | +27.4% | +270.6% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling