+358.8%
APP vs RSG
+91.5%
+267.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -10.0% | +3.3% | -13.3% | -11.2% |
| 3M | -44.6% | +8.5% | -53.1% | -47.1% |
| 6M | -37.9% | -3.5% | -34.3% | -37.1% |
| YTD | -53.7% | +5.5% | -59.2% | -55.4% |
| 1Y | -43.0% | -1.7% | -41.2% | -43.0% |
| 3Y | +640.8% | +56.9% | +583.9% | +454.0% |
| 5Y | +358.8% | +89.4% | +269.4% | +172.1% |
| All | +358.8% | +91.5% | +267.3% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling