-39.3%
APP vs DD
+33.0%
-72.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.7% |
| 7D | +61.1% | +2.2% | +58.9% | +60.3% |
| 30D | +42.8% | +20.7% | +22.1% | +35.2% |
| 3M | +16.7% | +11.3% | +5.4% | +12.8% |
| 6M | -15.6% | +6.0% | -21.6% | -18.2% |
| YTD | -41.3% | +31.7% | -73.0% | -44.3% |
| 1Y | -39.3% | +32.2% | -71.5% | -42.0% |
| All | -39.3% | +33.0% | -72.3% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling