+527.5%
APP vs DD
+76.4%
+451.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.3% |
| 7D | +4.6% | +5.0% | -0.4% | +1.5% |
| 30D | +56.0% | +19.7% | +36.3% | +38.4% |
| 3M | +30.8% | +7.2% | +23.7% | +24.2% |
| 6M | -9.8% | +1.0% | -10.8% | -11.3% |
| YTD | -39.3% | +29.1% | -68.4% | -50.4% |
| 1Y | -26.4% | +28.5% | -54.9% | -39.8% |
| 3Y | +887.9% | +89.4% | +798.5% | +487.7% |
| 5Y | +264.1% | +67.1% | +197.0% | +118.2% |
| All | +527.5% | +76.4% | +451.1% | +277.8% |
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