+503.8%
APP vs ROL
+17.4%
+486.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.2% |
| 7D | +10.6% | -1.7% | +12.2% | +11.3% |
| 30D | +44.6% | +18.5% | +26.1% | +35.4% |
| 3M | +29.6% | +4.3% | +25.3% | +27.2% |
| 6M | -19.8% | -27.7% | +8.0% | -9.6% |
| YTD | -41.6% | -35.8% | -5.8% | -30.3% |
| 1Y | -32.7% | -34.1% | +1.4% | -20.8% |
| 3Y | +799.0% | +2.9% | +796.1% | +737.1% |
| 5Y | +250.4% | +12.7% | +237.7% | +191.8% |
| All | +503.8% | +17.4% | +486.4% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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