+391.7%
APP vs RTX
+189.5%
+202.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +0.9% | -5.2% | +6.0% | +2.7% |
| 30D | -23.3% | -9.4% | -13.9% | -20.7% |
| 3M | -42.6% | +12.3% | -54.9% | -45.4% |
| 6M | -33.6% | -3.1% | -30.5% | -33.3% |
| YTD | -52.4% | +10.7% | -63.1% | -55.1% |
| 1Y | -35.9% | +28.4% | -64.3% | -43.6% |
| 3Y | +642.2% | +147.1% | +495.1% | +384.8% |
| 5Y | +311.1% | +167.2% | +143.8% | +169.1% |
| All | +391.7% | +189.5% | +202.2% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling