+391.7%
APP vs ROL
+10.4%
+381.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -23.3% | -4.1% | -19.2% | -21.9% |
| 3M | -42.6% | -22.5% | -20.1% | -36.9% |
| 6M | -33.6% | -37.7% | +4.1% | -20.5% |
| YTD | -52.4% | -39.6% | -12.9% | -41.8% |
| 1Y | -35.9% | -36.0% | +0.1% | -24.1% |
| 3Y | +642.2% | -5.1% | +647.4% | +614.4% |
| 5Y | +311.1% | -3.4% | +314.5% | +252.3% |
| All | +391.7% | +10.4% | +381.2% | +319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling