+391.7%
APP vs RSG
+129.9%
+261.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -23.3% | +7.6% | -30.9% | -25.4% |
| 3M | -42.6% | +7.4% | -50.1% | -44.7% |
| 6M | -33.6% | -3.3% | -30.3% | -32.9% |
| YTD | -52.4% | +6.0% | -58.4% | -54.1% |
| 1Y | -35.9% | -3.7% | -32.2% | -35.0% |
| 3Y | +642.2% | +59.1% | +583.1% | +474.9% |
| 5Y | +311.1% | +89.0% | +222.1% | +194.0% |
| All | +391.7% | +129.9% | +261.8% | +281.0% |
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