+500.0%
APP vs RUN
-80.3%
+580.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.7% | +9.6% |
| 7D | +71.2% | +33.4% | +37.8% | +61.8% |
| 30D | +39.1% | +31.1% | +7.9% | +31.7% |
| 3M | +16.5% | +6.4% | +10.2% | +14.8% |
| 6M | -16.6% | -22.2% | +5.7% | -12.7% |
| YTD | -41.9% | -45.8% | +3.8% | -37.1% |
| 1Y | -37.0% | -51.1% | +14.1% | -30.9% |
| 3Y | +892.4% | -3.0% | +895.5% | +581.1% |
| 5Y | +297.3% | -82.2% | +379.5% | +314.5% |
| All | +500.0% | -80.3% | +580.3% | +488.3% |
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