+292.6%
APP vs RIG
+44.4%
+248.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +9.4% |
| 7D | +71.2% | -24.5% | +95.7% | +78.4% |
| 30D | +39.1% | -2.8% | +41.9% | +38.2% |
| 3M | +16.5% | +1.6% | +15.0% | +14.5% |
| 6M | -16.6% | -15.9% | -0.7% | -15.9% |
| YTD | -41.9% | +26.9% | -68.8% | -47.1% |
| 1Y | -37.0% | +34.4% | -71.4% | -43.3% |
| 3Y | +892.4% | -21.2% | +913.6% | +830.4% |
| All | +292.6% | +44.4% | +248.3% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling