-32.0%
APP vs RL
+19.4%
-51.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +48.9% | -4.4% | +53.3% | +48.9% |
| 30D | +49.4% | +5.6% | +43.9% | +46.8% |
| 3M | +27.0% | -0.6% | +27.7% | +25.7% |
| 6M | -15.4% | +15.5% | -30.9% | -18.8% |
| YTD | -39.9% | +12.3% | -52.3% | -42.5% |
| 1Y | -32.0% | +19.3% | -51.3% | -35.8% |
| All | -32.0% | +19.4% | -51.4% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling