+506.6%
APP vs ROL
+18.9%
+487.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +61.1% | +3.4% | +57.7% | +59.2% |
| 30D | +42.8% | +20.8% | +22.0% | +32.7% |
| 3M | +16.7% | +3.7% | +12.9% | +14.8% |
| 6M | -15.6% | -27.7% | +12.1% | -4.9% |
| YTD | -41.3% | -34.9% | -6.4% | -30.3% |
| 1Y | -39.3% | -33.3% | -6.0% | -28.9% |
| 3Y | +803.2% | +4.3% | +798.9% | +736.4% |
| 5Y | +313.2% | +15.0% | +298.2% | +241.9% |
| All | +506.6% | +18.9% | +487.7% | +402.5% |
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