+528.8%
APP vs RVTY
+21.3%
+507.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.2% |
| 7D | +79.2% | +6.0% | +73.1% | +73.4% |
| 30D | +48.0% | +4.3% | +43.7% | +44.5% |
| 3M | +18.2% | +40.2% | -22.0% | +0.2% |
| 6M | -12.5% | +59.3% | -71.8% | -30.8% |
| YTD | -39.2% | +66.5% | -105.7% | -53.3% |
| 1Y | -33.9% | +77.5% | -111.3% | -51.1% |
| 3Y | +933.3% | +92.5% | +840.8% | +539.8% |
| 5Y | +295.9% | -6.8% | +302.7% | +325.0% |
| All | +528.8% | +21.3% | +507.6% | +528.0% |
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