+503.8%
APP vs RGEN
-20.4%
+524.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.4% |
| 7D | +10.6% | -1.2% | +11.7% | +11.2% |
| 30D | +44.6% | -5.1% | +49.7% | +47.0% |
| 3M | +29.6% | +0.5% | +29.1% | +27.8% |
| 6M | -19.8% | +46.6% | -66.4% | -33.5% |
| YTD | -41.6% | +1.6% | -43.2% | -43.6% |
| 1Y | -32.7% | +5.4% | -38.1% | -36.0% |
| 3Y | +799.0% | +12.8% | +786.2% | +649.8% |
| 5Y | +250.4% | -35.6% | +286.0% | +255.8% |
| All | +503.8% | -20.4% | +524.2% | +447.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling