+527.5%
APP vs RSG
+162.0%
+365.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +2.5% | +2.1% | +3.7% |
| 30D | +56.0% | +12.7% | +43.3% | +49.7% |
| 3M | +30.8% | +17.9% | +12.9% | +23.4% |
| 6M | -9.8% | +25.0% | -34.8% | -17.8% |
| YTD | -39.3% | +20.8% | -60.1% | -44.0% |
| 1Y | -26.4% | +24.3% | -50.7% | -33.5% |
| 3Y | +887.9% | +65.3% | +822.7% | +670.4% |
| 5Y | +264.1% | +99.1% | +165.0% | +153.3% |
| All | +527.5% | +162.0% | +365.5% | +364.5% |
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