+528.8%
APP vs D
+12.2%
+516.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.8% |
| 7D | +79.2% | +0.8% | +78.4% | +79.1% |
| 30D | +48.0% | +10.7% | +37.3% | +48.2% |
| 3M | +18.2% | +2.3% | +15.9% | +18.3% |
| 6M | -12.5% | +12.5% | -25.0% | -12.5% |
| YTD | -39.2% | +20.1% | -59.2% | -39.3% |
| 1Y | -33.9% | +15.6% | -49.4% | -33.9% |
| 3Y | +933.3% | +75.2% | +858.1% | +869.0% |
| 5Y | +295.9% | +14.6% | +281.3% | +292.3% |
| All | +528.8% | +12.2% | +516.6% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling