+391.7%
APP vs RUN
-82.4%
+474.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | -23.3% | -15.3% | -8.0% | -20.4% |
| 3M | -42.6% | -40.0% | -2.6% | -36.6% |
| 6M | -33.6% | -27.0% | -6.7% | -30.2% |
| YTD | -52.4% | -51.7% | -0.7% | -47.2% |
| 1Y | -35.9% | -45.9% | +10.0% | -32.0% |
| 3Y | +642.2% | -43.8% | +686.0% | +493.9% |
| 5Y | +311.1% | -80.5% | +391.6% | +320.7% |
| All | +391.7% | -82.4% | +474.1% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling