+887.9%
APP vs ROP
-5.1%
+893.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | +56.0% | +28.8% | +27.2% | +37.8% |
| 3M | +30.8% | +21.1% | +9.8% | +18.8% |
| 6M | -9.8% | +52.5% | -62.3% | -29.7% |
| YTD | -39.3% | +8.9% | -48.2% | -41.8% |
| 1Y | -26.4% | +8.2% | -34.7% | -29.3% |
| 3Y | +887.9% | -5.2% | +893.1% | +988.8% |
| All | +887.9% | -5.1% | +893.0% | +988.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling