+520.8%
APP vs RSG
+158.2%
+362.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +48.9% | +1.6% | +47.3% | +48.3% |
| 30D | +49.4% | +13.5% | +36.0% | +43.0% |
| 3M | +27.0% | +16.3% | +10.7% | +20.4% |
| 6M | -15.4% | +26.9% | -42.3% | -23.6% |
| YTD | -39.9% | +19.1% | -59.0% | -44.4% |
| 1Y | -32.0% | +21.8% | -53.8% | -38.0% |
| 3Y | +824.3% | +63.5% | +760.8% | +622.8% |
| 5Y | +252.4% | +98.6% | +153.8% | +146.6% |
| All | +520.8% | +158.2% | +362.6% | +361.9% |
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