+378.5%
APP vs RUN
-81.8%
+460.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.4% |
| 7D | +0.1% | +10.2% | -10.1% | -2.0% |
| 30D | -10.0% | -9.6% | -0.4% | -8.3% |
| 3M | -44.6% | -31.5% | -13.1% | -40.4% |
| 6M | -37.9% | -18.7% | -19.2% | -36.1% |
| YTD | -53.7% | -49.9% | -3.8% | -49.0% |
| 1Y | -43.0% | -45.5% | +2.5% | -39.4% |
| 3Y | +640.8% | -34.1% | +674.9% | +462.8% |
| 5Y | +358.8% | -79.4% | +438.3% | +364.6% |
| All | +378.5% | -81.8% | +460.3% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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