+527.5%
APP vs D
+11.3%
+516.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | -1.4% | +5.9% | +4.5% |
| 30D | +56.0% | +7.7% | +48.3% | +56.2% |
| 3M | +30.8% | -0.3% | +31.1% | +30.9% |
| 6M | -9.8% | +10.1% | -19.9% | -9.8% |
| YTD | -39.3% | +19.1% | -58.4% | -39.5% |
| 1Y | -26.4% | +15.9% | -42.3% | -26.6% |
| 3Y | +887.9% | +75.0% | +812.9% | +824.9% |
| 5Y | +264.1% | +13.4% | +250.7% | +260.7% |
| All | +527.5% | +11.3% | +516.2% | +516.8% |
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