+500.0%
APP vs RNG
-77.5%
+577.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.7% | +11.0% |
| 7D | +71.2% | -11.3% | +82.5% | +78.7% |
| 30D | +39.1% | -5.7% | +44.8% | +41.4% |
| 3M | +16.5% | +16.8% | -0.2% | +7.6% |
| 6M | -16.6% | +58.5% | -75.0% | -34.6% |
| YTD | -41.9% | +151.3% | -193.3% | -64.9% |
| 1Y | -37.0% | +169.0% | -206.0% | -63.2% |
| 3Y | +892.4% | +156.9% | +735.5% | +432.5% |
| 5Y | +297.3% | -69.0% | +366.3% | +357.9% |
| All | +500.0% | -77.5% | +577.6% | +635.9% |
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