+506.6%
APP vs RL
+251.0%
+255.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.7% |
| 7D | +61.1% | +1.3% | +59.8% | +57.9% |
| 30D | +42.8% | +7.6% | +35.1% | +34.9% |
| 3M | +16.7% | -1.5% | +18.2% | +16.0% |
| 6M | -15.6% | +12.1% | -27.7% | -24.6% |
| YTD | -41.3% | +13.9% | -55.2% | -49.0% |
| 1Y | -39.3% | +20.7% | -59.9% | -49.5% |
| 3Y | +803.2% | +260.6% | +542.6% | +258.9% |
| 5Y | +313.2% | +248.9% | +64.3% | +51.6% |
| All | +506.6% | +251.0% | +255.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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