-26.4%
APP vs ROL
-31.8%
+5.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +3.2% |
| 7D | +4.6% | +3.0% | +1.6% | +3.8% |
| 30D | +56.0% | +19.8% | +36.3% | +51.1% |
| 3M | +30.8% | +7.9% | +22.9% | +28.7% |
| 6M | -9.8% | -25.6% | +15.9% | -7.9% |
| YTD | -39.3% | -34.1% | -5.1% | -23.9% |
| 1Y | -26.4% | -31.4% | +5.0% | -3.0% |
| All | -26.4% | -31.8% | +5.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling