+892.4%
APP vs ROST
+95.7%
+796.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +10.5% |
| 7D | +71.2% | +1.2% | +70.0% | +68.9% |
| 30D | +39.1% | +2.5% | +36.6% | +36.4% |
| 3M | +16.5% | -9.0% | +25.5% | +20.4% |
| 6M | -16.6% | +1.3% | -17.9% | -18.7% |
| YTD | -41.9% | +29.1% | -71.0% | -50.8% |
| 1Y | -37.0% | +45.4% | -82.5% | -50.3% |
| 3Y | +892.4% | +94.9% | +797.6% | +515.3% |
| All | +892.4% | +95.7% | +796.7% | +515.3% |
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 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