+528.8%
APP vs RNG
-77.3%
+606.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.4% |
| 7D | +79.2% | -6.2% | +85.4% | +82.8% |
| 30D | +48.0% | -8.0% | +56.0% | +52.1% |
| 3M | +18.2% | +15.7% | +2.5% | +9.6% |
| 6M | -12.5% | +60.3% | -72.8% | -31.8% |
| YTD | -39.2% | +153.8% | -192.9% | -63.3% |
| 1Y | -33.9% | +172.2% | -206.0% | -61.5% |
| 3Y | +933.3% | +174.8% | +758.4% | +435.9% |
| 5Y | +295.9% | -68.6% | +364.5% | +354.2% |
| All | +528.8% | -77.3% | +606.1% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling