+378.5%
APP vs RIG
+62.7%
+315.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.5% |
| 30D | -10.0% | +9.5% | -19.5% | -11.5% |
| 3M | -44.6% | -6.6% | -38.0% | -44.3% |
| 6M | -37.9% | -2.9% | -35.0% | -38.5% |
| YTD | -53.7% | +39.5% | -93.2% | -57.5% |
| 1Y | -43.0% | +82.3% | -125.2% | -50.5% |
| 3Y | +640.8% | -29.6% | +670.3% | +618.8% |
| 5Y | +358.8% | +63.2% | +295.7% | +259.9% |
| All | +378.5% | +62.7% | +315.8% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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