+528.8%
APP vs RVMD
+401.1%
+127.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.8% |
| 7D | +79.2% | +6.4% | +72.8% | +75.1% |
| 30D | +48.0% | +5.5% | +42.5% | +44.6% |
| 3M | +18.2% | -2.4% | +20.7% | +17.6% |
| 6M | -12.5% | +41.1% | -53.6% | -21.6% |
| YTD | -39.2% | +151.3% | -190.4% | -55.8% |
| 1Y | -33.9% | +228.1% | -261.9% | -55.8% |
| 3Y | +933.3% | +899.8% | +33.5% | +369.1% |
| 5Y | +295.9% | +514.0% | -218.1% | +71.6% |
| All | +528.8% | +401.1% | +127.7% | +167.6% |
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