+528.8%
APP vs RTX
+183.0%
+345.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.8% |
| 7D | +79.2% | -3.2% | +82.4% | +80.3% |
| 30D | +48.0% | +5.6% | +42.4% | +44.5% |
| 3M | +18.2% | -11.7% | +29.9% | +22.6% |
| 6M | -12.5% | +12.3% | -24.8% | -17.5% |
| YTD | -39.2% | +8.2% | -47.4% | -42.5% |
| 1Y | -33.9% | +12.6% | -46.4% | -38.5% |
| 3Y | +933.3% | +152.8% | +780.4% | +563.6% |
| 5Y | +295.9% | +140.2% | +155.7% | +160.9% |
| All | +528.8% | +183.0% | +345.8% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 10y: compounded portfolio wealth divided by compounded RTX 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…
10y analysis · Full analysis span regression · 6 months rolling