+528.8%
APP vs RSG
+155.6%
+373.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +79.2% | +0.3% | +78.8% | +79.1% |
| 30D | +48.0% | +13.8% | +34.2% | +41.5% |
| 3M | +18.2% | +15.4% | +2.8% | +12.3% |
| 6M | -12.5% | +24.1% | -36.6% | -20.3% |
| YTD | -39.2% | +17.8% | -57.0% | -43.4% |
| 1Y | -33.9% | +21.5% | -55.3% | -39.8% |
| 3Y | +933.3% | +63.3% | +870.0% | +707.1% |
| 5Y | +295.9% | +97.3% | +198.6% | +177.7% |
| All | +528.8% | +155.6% | +373.3% | +369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling