+500.0%
APP vs ROP
+17.0%
+483.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +11.8% |
| 7D | +71.2% | +2.1% | +69.1% | +68.4% |
| 30D | +39.1% | +32.9% | +6.2% | +12.5% |
| 3M | +16.5% | +20.0% | -3.5% | +1.0% |
| 6M | -16.6% | +36.4% | -53.0% | -35.9% |
| YTD | -41.9% | +7.8% | -49.8% | -46.1% |
| 1Y | -37.0% | +8.0% | -45.0% | -41.7% |
| 3Y | +892.4% | -3.5% | +895.9% | +887.8% |
| 5Y | +297.3% | +1.5% | +295.8% | +239.8% |
| All | +500.0% | +17.0% | +483.1% | +417.0% |
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