+378.5%
APP vs ROST
+89.5%
+289.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -10.0% | -10.2% | +0.1% | -4.8% |
| 3M | -44.6% | +1.0% | -45.7% | -45.4% |
| 6M | -37.9% | +8.7% | -46.6% | -42.0% |
| YTD | -53.7% | +27.8% | -81.5% | -60.8% |
| 1Y | -43.0% | +52.7% | -95.6% | -56.9% |
| 3Y | +640.8% | +97.5% | +543.3% | +370.2% |
| 5Y | +358.8% | +111.6% | +247.3% | +151.1% |
| All | +378.5% | +89.5% | +289.0% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling