-35.9%
APP vs ROP
-21.5%
-14.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +3.0% |
| 7D | +0.9% | -4.4% | +5.3% | +1.8% |
| 30D | -23.3% | +3.2% | -26.5% | -23.9% |
| 3M | -42.6% | +23.1% | -65.7% | -46.5% |
| 6M | -33.6% | +13.3% | -46.9% | -36.1% |
| YTD | -52.4% | -7.9% | -44.6% | -56.9% |
| 1Y | -35.9% | -22.1% | -13.8% | -41.5% |
| All | -35.9% | -21.5% | -14.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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