-43.0%
APP vs RNG
+121.6%
-164.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | -10.0% | +11.4% | -21.4% | -12.1% |
| 3M | -44.6% | +72.1% | -116.7% | -50.7% |
| 6M | -37.9% | +67.9% | -105.8% | -44.9% |
| YTD | -53.7% | +144.3% | -198.0% | -60.0% |
| 1Y | -43.0% | +117.5% | -160.5% | -51.3% |
| All | -43.0% | +121.6% | -164.5% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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