+528.8%
APP vs ROL
+19.3%
+509.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.0% |
| 7D | +79.2% | +7.5% | +71.6% | +74.4% |
| 30D | +48.0% | +21.1% | +26.9% | +37.4% |
| 3M | +18.2% | +3.1% | +15.1% | +16.6% |
| 6M | -12.5% | -27.4% | +14.9% | -1.6% |
| YTD | -39.2% | -34.7% | -4.4% | -27.9% |
| 1Y | -33.9% | -32.9% | -0.9% | -22.7% |
| 3Y | +933.3% | +6.1% | +927.1% | +848.9% |
| 5Y | +295.9% | +16.3% | +279.5% | +226.6% |
| All | +528.8% | +19.3% | +509.5% | +420.2% |
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