+506.6%
APP vs RVTY
+20.0%
+486.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | +61.1% | -2.7% | +63.8% | +62.0% |
| 30D | +42.8% | +3.2% | +39.5% | +40.1% |
| 3M | +16.7% | +37.2% | -20.5% | -0.1% |
| 6M | -15.6% | +57.7% | -73.3% | -33.0% |
| YTD | -41.3% | +64.8% | -106.2% | -54.8% |
| 1Y | -39.3% | +72.8% | -112.1% | -54.5% |
| 3Y | +803.2% | +89.8% | +713.4% | +463.2% |
| 5Y | +313.2% | -8.4% | +321.6% | +346.7% |
| All | +506.6% | +20.0% | +486.6% | +508.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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