+500.0%
APP vs ROIV
+291.9%
+208.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.2% | +3.7% | +8.7% |
| 7D | +71.2% | +5.3% | +65.9% | +69.3% |
| 30D | +39.1% | +11.9% | +27.2% | +35.8% |
| 3M | +16.5% | +10.7% | +5.8% | +13.3% |
| 6M | -16.6% | +34.9% | -51.5% | -22.5% |
| YTD | -41.9% | +79.2% | -121.1% | -49.1% |
| 1Y | -37.0% | +89.0% | -126.1% | -45.4% |
| 3Y | +892.4% | +337.3% | +555.1% | +628.4% |
| 5Y | +297.3% | +402.3% | -105.0% | +148.2% |
| All | +500.0% | +291.9% | +208.1% | +283.4% |
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