+367.9%
APP vs RSG
+129.6%
+238.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -10.0% | +3.7% | -13.7% | -11.2% |
| 3M | -41.4% | +6.2% | -47.6% | -43.1% |
| 6M | -41.0% | -2.8% | -38.2% | -40.6% |
| YTD | -54.7% | +5.9% | -60.6% | -56.3% |
| 1Y | -45.3% | -1.8% | -43.6% | -45.3% |
| 3Y | +624.3% | +57.5% | +566.8% | +464.2% |
| 5Y | +329.1% | +91.1% | +238.0% | +208.1% |
| All | +367.9% | +129.6% | +238.2% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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