+391.7%
APP vs RVTY
-1.8%
+393.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -23.3% | +13.2% | -36.5% | -27.6% |
| 3M | -42.6% | +27.2% | -69.9% | -49.3% |
| 6M | -33.6% | +32.4% | -66.0% | -42.9% |
| YTD | -52.4% | +34.9% | -87.3% | -59.5% |
| 1Y | -35.9% | +52.4% | -88.3% | -49.2% |
| 3Y | +642.2% | +12.3% | +629.9% | +543.2% |
| 5Y | +311.1% | -30.8% | +341.9% | +402.3% |
| All | +391.7% | -1.8% | +393.5% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling