+520.8%
APP vs RVMD
+352.4%
+168.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +3.9% |
| 7D | +48.9% | -9.5% | +58.5% | +51.4% |
| 30D | +49.4% | -6.8% | +56.3% | +50.6% |
| 3M | +27.0% | -12.1% | +39.1% | +29.5% |
| 6M | -15.4% | +25.4% | -40.7% | -22.0% |
| YTD | -39.9% | +126.9% | -166.8% | -55.2% |
| 1Y | -32.0% | +182.0% | -214.0% | -52.6% |
| 3Y | +824.3% | +816.8% | +7.5% | +328.2% |
| 5Y | +252.4% | +464.0% | -211.5% | +56.0% |
| All | +520.8% | +352.4% | +168.4% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling