+446.2%
APP vs ROP
+20.5%
+425.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.3% | +31.3% | +31.2% |
| 7D | +39.7% | +9.2% | +30.5% | +31.2% |
| 30D | +27.7% | +35.5% | -7.8% | +2.3% |
| 3M | -14.8% | +24.4% | -39.2% | -27.8% |
| 6M | -25.5% | +38.0% | -63.6% | -42.9% |
| YTD | -47.2% | +11.1% | -58.2% | -51.8% |
| 1Y | -42.3% | +10.9% | -53.2% | -47.4% |
| 3Y | +806.8% | -0.5% | +807.3% | +785.8% |
| 5Y | +261.6% | +4.5% | +257.1% | +204.0% |
| All | +446.2% | +20.5% | +425.7% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling