+391.7%
APP vs RSP
+63.4%
+328.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | +0.9% | -0.8% | +1.6% | +2.3% |
| 30D | -23.3% | -0.3% | -22.9% | -22.7% |
| 3M | -42.6% | +4.3% | -46.9% | -47.0% |
| 6M | -33.6% | +8.8% | -42.4% | -43.5% |
| YTD | -52.4% | +15.3% | -67.7% | -63.6% |
| 1Y | -35.9% | +18.3% | -54.2% | -53.4% |
| 3Y | +642.2% | +52.8% | +589.4% | +239.8% |
| 5Y | +311.1% | +51.7% | +259.4% | +102.6% |
| All | +391.7% | +63.4% | +328.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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