+500.0%
APP vs D
+12.8%
+487.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +9.8% |
| 7D | +71.2% | +3.0% | +68.2% | +71.2% |
| 30D | +39.1% | +11.5% | +27.6% | +39.3% |
| 3M | +16.5% | +3.7% | +12.8% | +16.7% |
| 6M | -16.6% | +13.5% | -30.1% | -16.6% |
| YTD | -41.9% | +20.7% | -62.7% | -42.1% |
| 1Y | -37.0% | +18.2% | -55.3% | -37.2% |
| 3Y | +892.4% | +73.3% | +819.1% | +833.5% |
| 5Y | +297.3% | +12.3% | +285.0% | +292.3% |
| All | +500.0% | +12.8% | +487.2% | +490.0% |
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