+316.8%
APP vs RACE
+114.3%
+202.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +7.5% |
| 7D | +4.5% | +9.9% | -5.4% | -2.2% |
| 30D | -3.6% | +12.8% | -16.4% | -11.5% |
| 3M | -35.3% | +7.4% | -42.6% | -38.5% |
| 6M | -42.8% | +27.6% | -70.4% | -53.0% |
| YTD | -59.7% | +18.4% | -78.0% | -65.7% |
| 1Y | -55.4% | +9.5% | -64.9% | -59.7% |
| 3Y | +592.0% | +33.9% | +558.1% | +349.0% |
| 5Y | +175.7% | +74.9% | +100.9% | +18.4% |
| All | +316.8% | +114.3% | +202.5% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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