+391.7%
APP vs RNG
-77.2%
+468.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.8% |
| 7D | +0.9% | +5.8% | -4.9% | -1.7% |
| 30D | -23.3% | +19.6% | -42.9% | -29.2% |
| 3M | -42.6% | +67.0% | -109.7% | -55.2% |
| 6M | -33.6% | +88.4% | -122.0% | -51.9% |
| YTD | -52.4% | +155.5% | -207.9% | -71.1% |
| 1Y | -35.9% | +141.7% | -177.6% | -60.7% |
| 3Y | +642.2% | +131.1% | +511.1% | +322.9% |
| 5Y | +311.1% | -70.6% | +381.7% | +384.5% |
| All | +391.7% | -77.2% | +468.8% | +505.0% |
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