+500.0%
APP vs ROP
+17.3%
+482.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +11.8% |
| 7D | +71.2% | +2.1% | +69.1% | +68.4% |
| 30D | +39.1% | +32.9% | +6.2% | +12.5% |
| 3M | +16.5% | +20.3% | -3.8% | +0.8% |
| 6M | -16.6% | +36.8% | -53.3% | -36.0% |
| YTD | -41.9% | +8.1% | -50.0% | -46.2% |
| 1Y | -37.0% | +8.3% | -45.3% | -41.8% |
| 3Y | +892.4% | -3.2% | +895.7% | +886.0% |
| 5Y | +297.3% | +1.7% | +295.6% | +239.2% |
| All | +500.0% | +17.3% | +482.8% | +416.1% |
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