+506.6%
APP vs RGEN
-16.8%
+523.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -2.5% |
| 7D | +61.1% | -2.4% | +63.5% | +61.9% |
| 30D | +42.8% | +0.1% | +42.7% | +42.3% |
| 3M | +16.7% | +6.6% | +10.0% | +12.4% |
| 6M | -15.6% | +40.9% | -56.5% | -28.9% |
| YTD | -41.3% | +6.2% | -47.5% | -44.2% |
| 1Y | -39.3% | +19.4% | -58.7% | -45.2% |
| 3Y | +803.2% | +17.9% | +785.3% | +640.8% |
| 5Y | +313.2% | -34.0% | +347.2% | +316.7% |
| All | +506.6% | -16.8% | +523.4% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling