+261.6%
APP vs RL
+232.3%
+29.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.3% | +38.4% | +35.6% |
| 7D | +39.7% | -4.7% | +44.4% | +42.3% |
| 30D | +27.7% | +3.6% | +24.2% | +23.0% |
| 3M | -14.8% | +0.5% | -15.3% | -17.3% |
| 6M | -25.5% | +6.6% | -32.1% | -32.4% |
| YTD | -47.2% | +8.8% | -56.0% | -53.4% |
| 1Y | -42.3% | +21.8% | -64.0% | -53.5% |
| 3Y | +806.8% | +245.8% | +561.0% | +220.8% |
| 5Y | +261.6% | +230.0% | +31.7% | +12.7% |
| All | +261.6% | +232.3% | +29.3% | +12.7% |
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