+506.6%
APP vs RVMD
+383.4%
+123.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.6% |
| 7D | +61.1% | -0.6% | +61.7% | +60.2% |
| 30D | +42.8% | +1.7% | +41.0% | +40.8% |
| 3M | +16.7% | -6.7% | +23.4% | +17.4% |
| 6M | -15.6% | +36.1% | -51.7% | -23.7% |
| YTD | -41.3% | +142.4% | -183.7% | -56.9% |
| 1Y | -39.3% | +207.8% | -247.0% | -58.7% |
| 3Y | +803.2% | +879.5% | -76.3% | +312.0% |
| 5Y | +313.2% | +509.0% | -195.9% | +79.8% |
| All | +506.6% | +383.4% | +123.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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