+506.6%
APP vs DD
+79.9%
+426.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -4.2% |
| 7D | +61.1% | +2.2% | +58.9% | +57.9% |
| 30D | +42.8% | +20.7% | +22.1% | +26.1% |
| 3M | +16.7% | +11.3% | +5.4% | +8.1% |
| 6M | -15.6% | +6.0% | -21.6% | -19.4% |
| YTD | -41.3% | +31.7% | -73.0% | -52.6% |
| 1Y | -39.3% | +32.2% | -71.5% | -51.2% |
| 3Y | +803.2% | +92.7% | +710.5% | +432.3% |
| 5Y | +313.2% | +72.1% | +241.0% | +144.5% |
| All | +506.6% | +79.9% | +426.7% | +261.0% |
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