+520.8%
APP vs DD
+78.5%
+442.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.8% |
| 7D | +48.9% | +3.2% | +45.7% | +45.2% |
| 30D | +49.4% | +20.3% | +29.2% | +32.3% |
| 3M | +27.0% | +8.2% | +18.8% | +19.9% |
| 6M | -15.4% | +3.4% | -18.8% | -18.0% |
| YTD | -39.9% | +30.6% | -70.6% | -51.3% |
| 1Y | -32.0% | +30.6% | -62.6% | -44.9% |
| 3Y | +824.3% | +91.1% | +733.2% | +447.3% |
| 5Y | +252.4% | +68.6% | +183.8% | +109.8% |
| All | +520.8% | +78.5% | +442.4% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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