+298.1%
APP vs ROST
+109.2%
+188.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.3% | +5.3% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +56.0% | +0.5% | +55.6% | +54.4% |
| 3M | +30.8% | -5.2% | +36.1% | +33.6% |
| 6M | -9.8% | +9.8% | -19.6% | -17.2% |
| YTD | -39.3% | +29.4% | -68.7% | -50.3% |
| 1Y | -26.4% | +44.4% | -70.8% | -44.2% |
| 3Y | +887.9% | +95.0% | +792.9% | +491.6% |
| All | +298.1% | +109.2% | +188.8% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling