+500.0%
APP vs RIG
+48.0%
+452.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +9.5% |
| 7D | +71.2% | -24.5% | +95.7% | +77.8% |
| 30D | +39.1% | -2.8% | +41.9% | +38.3% |
| 3M | +16.5% | +1.6% | +15.0% | +14.7% |
| 6M | -16.6% | -15.9% | -0.7% | -16.0% |
| YTD | -41.9% | +26.9% | -68.8% | -46.5% |
| 1Y | -37.0% | +34.4% | -71.4% | -42.6% |
| 3Y | +892.4% | -21.2% | +913.6% | +835.7% |
| 5Y | +297.3% | +46.4% | +250.9% | +214.6% |
| All | +500.0% | +48.0% | +452.0% | +357.3% |
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