-39.3%
APP vs D
+16.4%
-55.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.4% |
| 7D | +61.1% | +2.4% | +58.7% | +62.5% |
| 30D | +42.8% | +10.9% | +31.8% | +50.5% |
| 3M | +16.7% | +2.8% | +13.8% | +18.6% |
| 6M | -15.6% | +12.7% | -28.3% | -9.6% |
| YTD | -41.3% | +20.3% | -61.6% | -31.4% |
| 1Y | -39.3% | +17.1% | -56.4% | -29.8% |
| All | -39.3% | +16.4% | -55.7% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling