+446.2%
APP vs RACE
+109.3%
+336.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +32.7% |
| 7D | +39.7% | +5.7% | +34.0% | +34.0% |
| 30D | +27.7% | +9.3% | +18.4% | +19.5% |
| 3M | -14.8% | +3.8% | -18.6% | -17.4% |
| 6M | -25.5% | +29.8% | -55.3% | -39.8% |
| YTD | -47.2% | +15.6% | -62.8% | -54.4% |
| 1Y | -42.3% | +5.1% | -47.4% | -46.4% |
| 3Y | +806.8% | +30.8% | +776.0% | +496.0% |
| 5Y | +261.6% | +67.4% | +194.2% | +58.6% |
| All | +446.2% | +109.3% | +336.9% | +105.7% |
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