+292.6%
APP vs RGEN
-35.1%
+327.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.7% |
| 7D | +71.2% | -1.9% | +73.2% | +71.7% |
| 30D | +39.1% | +3.7% | +35.3% | +36.4% |
| 3M | +16.5% | +8.8% | +7.7% | +11.4% |
| 6M | -16.6% | +38.0% | -54.5% | -29.0% |
| YTD | -41.9% | +5.9% | -47.8% | -44.8% |
| 1Y | -37.0% | +19.7% | -56.7% | -43.2% |
| 3Y | +892.4% | +20.5% | +871.9% | +703.1% |
| All | +292.6% | -35.1% | +327.8% | +318.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling