+506.6%
APP vs ROIV
+315.2%
+191.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.8% |
| 7D | +61.1% | +14.3% | +46.8% | +56.8% |
| 30D | +42.8% | +16.2% | +26.5% | +38.4% |
| 3M | +16.7% | +15.1% | +1.5% | +12.5% |
| 6M | -15.6% | +44.2% | -59.8% | -22.6% |
| YTD | -41.3% | +89.8% | -131.1% | -49.1% |
| 1Y | -39.3% | +94.6% | -133.8% | -47.7% |
| 3Y | +803.2% | +367.5% | +435.7% | +554.3% |
| 5Y | +313.2% | +421.4% | -108.2% | +154.7% |
| All | +506.6% | +315.2% | +191.4% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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