+850.7%
APP vs RIG
-19.4%
+870.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +10.6% | +4.3% | +6.2% | +10.0% |
| 30D | +44.6% | -5.8% | +50.4% | +44.3% |
| 3M | +29.6% | -6.7% | +36.3% | +29.2% |
| 6M | -19.8% | -18.7% | -1.1% | -18.5% |
| YTD | -41.6% | +28.8% | -70.4% | -47.4% |
| 1Y | -32.7% | +28.8% | -61.5% | -39.5% |
| All | +850.7% | -19.4% | +870.1% | +753.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling