+527.5%
APP vs ROP
+18.1%
+509.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +4.6% | +0.7% | +3.9% | +4.0% |
| 30D | +56.0% | +28.8% | +27.2% | +29.2% |
| 3M | +30.8% | +21.1% | +9.8% | +12.6% |
| 6M | -9.8% | +52.5% | -62.3% | -36.9% |
| YTD | -39.3% | +8.9% | -48.2% | -44.0% |
| 1Y | -26.4% | +8.2% | -34.7% | -32.0% |
| 3Y | +887.9% | -5.2% | +893.1% | +903.4% |
| 5Y | +264.1% | +1.7% | +262.4% | +208.6% |
| All | +527.5% | +18.1% | +509.4% | +437.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling