+313.2%
APP vs ROP
+0.5%
+312.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | +61.1% | +0.2% | +60.9% | +60.6% |
| 30D | +42.8% | +30.3% | +12.4% | +16.0% |
| 3M | +16.7% | +17.8% | -1.1% | +1.9% |
| 6M | -15.6% | +38.9% | -54.5% | -37.1% |
| YTD | -41.3% | +7.6% | -48.9% | -45.5% |
| 1Y | -39.3% | +6.5% | -45.8% | -43.2% |
| 3Y | +803.2% | -6.3% | +809.5% | +822.6% |
| 5Y | +313.2% | +0.9% | +312.2% | +241.9% |
| All | +313.2% | +0.5% | +312.7% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling