+500.0%
APP vs DAR
-32.3%
+532.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.1% |
| 7D | +71.2% | -9.9% | +81.2% | +75.6% |
| 30D | +39.1% | -16.4% | +55.5% | +45.3% |
| 3M | +16.5% | -17.1% | +33.6% | +21.3% |
| 6M | -16.6% | -20.5% | +3.9% | -12.7% |
| YTD | -41.9% | +39.4% | -81.4% | -50.1% |
| 1Y | -37.0% | +57.2% | -94.3% | -48.3% |
| 3Y | +892.4% | +13.9% | +878.6% | +774.2% |
| 5Y | +297.3% | -40.8% | +338.1% | +301.5% |
| All | +500.0% | -32.3% | +532.4% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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