+892.4%
APP vs DD
+78.0%
+814.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.3% |
| 7D | +71.2% | +4.6% | +66.6% | +66.0% |
| 30D | +39.1% | +11.8% | +27.3% | +30.3% |
| 3M | +16.5% | +2.2% | +14.4% | +14.2% |
| 6M | -16.6% | -1.6% | -14.9% | -16.9% |
| YTD | -41.9% | +23.0% | -64.9% | -49.9% |
| 1Y | -37.0% | +26.9% | -64.0% | -46.7% |
| 3Y | +892.4% | +77.9% | +814.6% | +517.9% |
| All | +892.4% | +78.0% | +814.5% | +517.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling