+527.5%
APP vs ROIV
+298.5%
+229.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +4.6% | +1.7% | +2.9% | +4.2% |
| 30D | +56.0% | +17.6% | +38.5% | +51.0% |
| 3M | +30.8% | +9.0% | +21.9% | +27.6% |
| 6M | -9.8% | +35.3% | -45.1% | -16.3% |
| YTD | -39.3% | +82.2% | -121.5% | -46.9% |
| 1Y | -26.4% | +92.3% | -118.7% | -36.5% |
| 3Y | +887.9% | +336.8% | +551.1% | +625.0% |
| 5Y | +264.1% | +370.6% | -106.5% | +126.5% |
| All | +527.5% | +298.5% | +229.0% | +299.6% |
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