+520.8%
APP vs ROL
+19.1%
+501.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | +0.8% | +48.2% | +48.5% |
| 30D | +49.4% | +20.6% | +28.9% | +39.0% |
| 3M | +27.0% | +4.5% | +22.5% | +24.6% |
| 6M | -15.4% | -26.5% | +11.1% | -5.3% |
| YTD | -39.9% | -34.8% | -5.1% | -28.7% |
| 1Y | -32.0% | -33.2% | +1.2% | -20.4% |
| 3Y | +824.3% | +4.5% | +819.9% | +755.5% |
| 5Y | +252.4% | +15.5% | +236.9% | +191.4% |
| All | +520.8% | +19.1% | +501.7% | +414.0% |
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