+316.8%
APP vs D
+14.7%
+302.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.2% | +10.7% |
| 7D | +4.5% | +8.5% | -4.0% | +4.6% |
| 30D | -3.6% | +14.3% | -17.9% | -3.5% |
| 3M | -35.3% | +1.8% | -37.0% | -35.2% |
| 6M | -42.8% | +13.0% | -55.8% | -42.8% |
| YTD | -59.7% | +22.7% | -82.4% | -59.8% |
| 1Y | -55.4% | +22.6% | -78.0% | -55.5% |
| 3Y | +592.0% | +84.2% | +507.8% | +545.6% |
| 5Y | +175.7% | +15.8% | +160.0% | +172.9% |
| All | +316.8% | +14.7% | +302.1% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling