-37.0%
APP vs RL
+16.8%
-53.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.2% | +9.9% |
| 7D | +71.2% | -4.2% | +75.4% | +69.9% |
| 30D | +39.1% | +4.3% | +34.8% | +36.1% |
| 3M | +16.5% | -4.6% | +21.1% | +15.6% |
| 6M | -16.6% | +1.7% | -18.3% | -18.0% |
| YTD | -41.9% | +7.3% | -49.3% | -44.7% |
| 1Y | -37.0% | +20.8% | -57.8% | -43.2% |
| All | -37.0% | +16.8% | -53.8% | -43.2% |
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