+391.7%
APP vs D
+8.3%
+383.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.2% |
| 7D | +0.9% | +1.5% | -0.6% | +0.9% |
| 30D | -23.3% | -2.6% | -20.7% | -23.3% |
| 3M | -42.6% | 0.0% | -42.6% | -42.7% |
| 6M | -33.6% | +7.4% | -41.0% | -33.7% |
| YTD | -52.4% | +15.9% | -68.3% | -52.6% |
| 1Y | -35.9% | +18.1% | -54.0% | -36.3% |
| 3Y | +642.2% | +58.4% | +583.8% | +601.2% |
| 5Y | +311.1% | +5.2% | +305.9% | +299.4% |
| All | +391.7% | +8.3% | +383.4% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling