+654.6%
APP vs RVMD
+530.7%
+123.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -23.3% | +6.4% | -29.7% | -24.0% |
| 3M | -42.6% | +34.9% | -77.5% | -45.2% |
| 6M | -33.6% | +107.6% | -141.2% | -41.3% |
| YTD | -52.4% | +163.7% | -216.1% | -59.9% |
| 1Y | -35.9% | +439.2% | -475.1% | -52.4% |
| All | +654.6% | +530.7% | +123.9% | +427.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling