+520.8%
APP vs DAR
-27.0%
+547.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.7% | +1.0% |
| 7D | +48.9% | +3.6% | +45.4% | +47.2% |
| 30D | +49.4% | -11.3% | +60.7% | +53.8% |
| 3M | +27.0% | -13.1% | +40.1% | +30.9% |
| 6M | -15.4% | -15.1% | -0.3% | -12.9% |
| YTD | -39.9% | +50.5% | -90.4% | -49.4% |
| 1Y | -32.0% | +57.9% | -89.9% | -43.8% |
| 3Y | +824.3% | +28.9% | +795.4% | +685.1% |
| 5Y | +252.4% | -31.4% | +283.9% | +253.4% |
| All | +520.8% | -27.0% | +547.8% | +537.2% |
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