-15.4%
APP vs RSG
+25.7%
-41.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.7% |
| 7D | +48.9% | +1.6% | +47.3% | +49.9% |
| 30D | +49.4% | +13.5% | +36.0% | +62.2% |
| 3M | +27.0% | +16.3% | +10.7% | +40.4% |
| 6M | -15.4% | +26.9% | -42.3% | +3.2% |
| All | -15.4% | +25.7% | -41.1% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling