+892.4%
APP vs ROL
+3.8%
+888.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +10.4% |
| 7D | +71.2% | +9.5% | +61.7% | +67.8% |
| 30D | +39.1% | +22.9% | +16.1% | +32.6% |
| 3M | +16.5% | +3.5% | +13.0% | +15.6% |
| 6M | -16.6% | -29.4% | +12.8% | -10.5% |
| YTD | -41.9% | -36.1% | -5.9% | -34.8% |
| 1Y | -37.0% | -34.4% | -2.7% | -29.8% |
| 3Y | +892.4% | +4.0% | +888.4% | +828.2% |
| All | +892.4% | +3.8% | +888.6% | +828.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling