+277.7%
APP vs RVMD
+484.4%
-206.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.2% | +1.6% | +7.7% |
| 7D | +71.2% | +0.5% | +70.7% | +69.7% |
| 30D | +39.1% | -4.3% | +43.4% | +39.3% |
| 3M | +16.5% | -2.8% | +19.3% | +15.9% |
| 6M | -16.6% | +27.3% | -43.8% | -23.6% |
| YTD | -41.9% | +141.4% | -183.3% | -58.0% |
| 1Y | -37.0% | +213.3% | -250.3% | -58.2% |
| 3Y | +892.4% | +792.7% | +99.8% | +344.6% |
| All | +277.7% | +484.4% | -206.7% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling