+803.3%
APP vs D
+82.3%
+721.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.2% | +31.2% | +31.0% |
| 7D | +39.7% | +6.9% | +32.8% | +41.6% |
| 30D | +27.7% | +12.3% | +15.4% | +30.8% |
| 3M | -14.8% | +3.0% | -17.8% | -14.2% |
| 6M | -25.5% | +12.8% | -38.3% | -23.5% |
| YTD | -47.2% | +22.6% | -69.7% | -44.9% |
| 1Y | -42.3% | +21.7% | -63.9% | -39.8% |
| All | +803.3% | +82.3% | +721.1% | +818.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling