+391.7%
APP vs ROP
-0.1%
+391.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +4.8% |
| 7D | +0.9% | -4.4% | +5.3% | +4.1% |
| 30D | -23.3% | +3.2% | -26.5% | -25.3% |
| 3M | -42.6% | +23.1% | -65.7% | -52.3% |
| 6M | -33.6% | +13.3% | -46.9% | -41.0% |
| YTD | -52.4% | -7.9% | -44.6% | -50.1% |
| 1Y | -35.9% | -22.1% | -13.8% | -22.6% |
| 3Y | +642.2% | -16.8% | +659.0% | +726.5% |
| 5Y | +311.1% | -13.5% | +324.6% | +288.0% |
| All | +391.7% | -0.1% | +391.7% | +378.4% |
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