+506.6%
APP vs RIG
+46.3%
+460.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | +61.1% | -12.2% | +73.3% | +63.6% |
| 30D | +42.8% | -6.0% | +48.8% | +42.7% |
| 3M | +16.7% | -9.4% | +26.1% | +17.0% |
| 6M | -15.6% | -19.1% | +3.5% | -14.4% |
| YTD | -41.3% | +25.4% | -66.7% | -45.8% |
| 1Y | -39.3% | +23.3% | -62.6% | -43.8% |
| 3Y | +803.2% | -22.1% | +825.3% | +753.0% |
| 5Y | +313.2% | +50.1% | +263.0% | +226.6% |
| All | +506.6% | +46.3% | +460.3% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling