+653.5%
APP vs ROST
+95.5%
+558.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | +0.9% | -0.1% | +0.5% |
| 30D | -23.3% | -8.9% | -14.4% | -20.0% |
| 3M | -42.6% | -0.8% | -41.8% | -42.7% |
| 6M | -33.6% | +8.5% | -42.1% | -37.7% |
| YTD | -52.4% | +28.6% | -81.0% | -59.6% |
| 1Y | -35.9% | +52.3% | -88.2% | -51.2% |
| All | +653.5% | +95.5% | +558.1% | +358.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling