+503.8%
APP vs RMD
+21.3%
+482.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.9% |
| 7D | +10.6% | +0.1% | +10.5% | +10.4% |
| 30D | +44.6% | +1.9% | +42.7% | +43.5% |
| 3M | +29.6% | +6.3% | +23.3% | +25.9% |
| 6M | -19.8% | +18.2% | -38.0% | -26.9% |
| YTD | -41.6% | +0.3% | -41.8% | -42.3% |
| 1Y | -32.7% | -4.3% | -28.4% | -32.1% |
| 3Y | +799.0% | +71.3% | +727.8% | +508.1% |
| 5Y | +250.4% | -1.8% | +252.1% | +221.3% |
| All | +503.8% | +21.3% | +482.5% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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