+528.8%
APP vs ROP
+16.0%
+512.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.5% |
| 7D | +79.2% | -1.6% | +80.8% | +80.7% |
| 30D | +48.0% | +29.5% | +18.5% | +21.8% |
| 3M | +18.2% | +17.5% | +0.7% | +3.9% |
| 6M | -12.5% | +38.1% | -50.6% | -33.7% |
| YTD | -39.2% | +7.0% | -46.1% | -43.2% |
| 1Y | -33.9% | +6.5% | -40.4% | -38.2% |
| 3Y | +933.3% | -5.5% | +938.7% | +947.2% |
| 5Y | +295.9% | -0.4% | +296.3% | +240.2% |
| All | +528.8% | +16.0% | +512.8% | +444.4% |
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