+446.2%
APP vs ROL
+19.4%
+426.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.0% | +30.0% | +30.6% |
| 7D | +39.7% | +11.7% | +28.0% | +34.1% |
| 30D | +27.7% | +27.7% | 0.0% | +16.2% |
| 3M | -14.8% | +3.7% | -18.4% | -15.9% |
| 6M | -25.5% | -27.8% | +2.3% | -16.0% |
| YTD | -47.2% | -34.7% | -12.5% | -37.3% |
| 1Y | -42.3% | -34.1% | -8.2% | -32.0% |
| 3Y | +806.8% | +5.9% | +800.9% | +734.5% |
| 5Y | +261.6% | +15.6% | +246.0% | +198.9% |
| All | +446.2% | +19.4% | +426.8% | +352.0% |
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 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