+520.8%
APP vs D
+11.9%
+508.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +48.9% | -2.4% | +51.4% | +48.9% |
| 30D | +49.4% | +9.0% | +40.5% | +49.6% |
| 3M | +27.0% | +1.0% | +26.1% | +27.1% |
| 6M | -15.4% | +11.0% | -26.4% | -15.4% |
| YTD | -39.9% | +19.8% | -59.7% | -40.1% |
| 1Y | -32.0% | +16.0% | -47.9% | -32.1% |
| 3Y | +824.3% | +74.4% | +750.0% | +767.1% |
| 5Y | +252.4% | +13.5% | +238.9% | +248.8% |
| All | +520.8% | +11.9% | +508.9% | +510.3% |
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