+520.8%
APP vs ROST
+99.8%
+421.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +1.8% |
| 7D | +48.9% | -1.8% | +50.8% | +49.4% |
| 30D | +49.4% | +6.8% | +42.6% | +43.3% |
| 3M | +27.0% | -4.0% | +31.0% | +28.8% |
| 6M | -15.4% | +12.9% | -28.3% | -22.6% |
| YTD | -39.9% | +34.7% | -74.7% | -50.9% |
| 1Y | -32.0% | +49.5% | -81.5% | -47.9% |
| 3Y | +824.3% | +101.5% | +722.9% | +477.2% |
| 5Y | +252.4% | +120.7% | +131.7% | +87.8% |
| All | +520.8% | +99.8% | +421.0% | +236.2% |
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