+527.5%
APP vs RVTY
+16.5%
+511.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.6% |
| 7D | +4.6% | -0.5% | +5.0% | +4.8% |
| 30D | +56.0% | +1.5% | +54.5% | +54.1% |
| 3M | +30.8% | +31.5% | -0.6% | +14.2% |
| 6M | -9.8% | +62.7% | -72.5% | -29.7% |
| YTD | -39.3% | +60.0% | -99.3% | -52.6% |
| 1Y | -26.4% | +65.7% | -92.1% | -43.8% |
| 3Y | +887.9% | +85.2% | +802.7% | +521.3% |
| 5Y | +264.1% | -14.9% | +279.0% | +305.5% |
| All | +527.5% | +16.5% | +511.0% | +537.5% |
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