+528.8%
APP vs DAR
-29.2%
+558.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +3.6% |
| 7D | +79.2% | -2.8% | +81.9% | +80.0% |
| 30D | +48.0% | -12.8% | +60.8% | +53.0% |
| 3M | +18.2% | -11.6% | +29.8% | +21.0% |
| 6M | -12.5% | -16.8% | +4.3% | -9.5% |
| YTD | -39.2% | +45.9% | -85.1% | -48.3% |
| 1Y | -33.9% | +61.5% | -95.3% | -46.0% |
| 3Y | +933.3% | +23.0% | +910.3% | +789.5% |
| 5Y | +295.9% | -35.8% | +331.7% | +297.9% |
| All | +528.8% | -29.2% | +558.0% | +550.9% |
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