+391.7%
APP vs DD
+50.9%
+340.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.0% |
| 7D | +0.9% | -3.5% | +4.4% | +3.2% |
| 30D | -23.3% | -10.3% | -13.0% | -17.7% |
| 3M | -42.6% | -7.5% | -35.1% | -39.6% |
| 6M | -33.6% | -8.0% | -25.6% | -31.3% |
| YTD | -52.4% | +10.5% | -62.9% | -56.8% |
| 1Y | -35.9% | +38.3% | -74.2% | -51.2% |
| 3Y | +642.2% | +42.5% | +599.7% | +439.8% |
| 5Y | +311.1% | +60.2% | +250.9% | +173.4% |
| All | +391.7% | +50.9% | +340.7% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling