+506.6%
APP vs ROST
+97.9%
+408.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -4.0% |
| 7D | +61.1% | +3.2% | +57.9% | +57.4% |
| 30D | +42.8% | +7.4% | +35.3% | +36.4% |
| 3M | +16.7% | -6.1% | +22.7% | +19.8% |
| 6M | -15.6% | +6.2% | -21.8% | -20.2% |
| YTD | -41.3% | +33.4% | -74.8% | -51.7% |
| 1Y | -39.3% | +48.8% | -88.1% | -53.4% |
| 3Y | +803.2% | +99.5% | +703.7% | +466.9% |
| 5Y | +313.2% | +112.7% | +200.5% | +121.2% |
| All | +506.6% | +97.9% | +408.7% | +230.2% |
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