-16.6%
APP vs ROP
+34.9%
-51.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +9.8% |
| 7D | +71.2% | +2.1% | +69.1% | +70.7% |
| 30D | +39.1% | +32.9% | +6.2% | +35.9% |
| 3M | +16.5% | +20.0% | -3.5% | +14.6% |
| 6M | -16.6% | +36.4% | -53.0% | -20.7% |
| All | -16.6% | +34.9% | -51.4% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling