+391.7%
APP vs RGEN
-19.9%
+411.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +0.9% | -4.9% | +5.8% | +2.7% |
| 30D | -23.3% | +5.7% | -29.0% | -25.2% |
| 3M | -42.6% | +32.4% | -75.1% | -49.8% |
| 6M | -33.6% | +33.2% | -66.8% | -42.6% |
| YTD | -52.4% | +2.3% | -54.7% | -53.7% |
| 1Y | -35.9% | +39.0% | -74.9% | -45.9% |
| 3Y | +642.2% | -4.6% | +646.8% | +576.3% |
| 5Y | +311.1% | -42.7% | +353.8% | +345.2% |
| All | +391.7% | -19.9% | +411.5% | +348.3% |
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