+333.0%
APP vs RL
+238.1%
+94.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +0.9% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | -23.3% | -7.8% | -15.5% | -20.0% |
| 3M | -42.6% | -4.0% | -38.6% | -42.2% |
| 6M | -33.6% | -1.9% | -31.7% | -36.0% |
| YTD | -52.4% | -0.2% | -52.3% | -54.7% |
| 1Y | -35.9% | +10.7% | -46.6% | -43.9% |
| 3Y | +642.2% | +210.8% | +431.4% | +202.9% |
| All | +333.0% | +238.1% | +94.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling