+500.0%
APP vs BWA
+25.6%
+474.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +8.8% |
| 7D | +71.2% | -5.5% | +76.7% | +74.0% |
| 30D | +39.1% | -21.7% | +60.8% | +53.4% |
| 3M | +16.5% | -25.6% | +42.2% | +30.7% |
| 6M | -16.6% | -17.4% | +0.9% | -11.8% |
| YTD | -41.9% | +9.2% | -51.1% | -49.1% |
| 1Y | -37.0% | +9.7% | -46.8% | -45.1% |
| 3Y | +892.4% | +54.6% | +837.8% | +569.6% |
| 5Y | +297.3% | +26.8% | +270.5% | +164.2% |
| All | +500.0% | +25.6% | +474.4% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling