+391.7%
APP vs DE
+93.2%
+298.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +0.9% | +10.0% | -9.1% | -1.2% |
| 30D | -23.3% | +13.3% | -36.6% | -25.5% |
| 3M | -42.6% | +17.5% | -60.1% | -44.9% |
| 6M | -33.6% | +13.6% | -47.2% | -36.0% |
| YTD | -52.4% | +49.8% | -102.2% | -58.0% |
| 1Y | -35.9% | +47.9% | -83.8% | -43.3% |
| 3Y | +642.2% | +72.5% | +569.7% | +520.3% |
| 5Y | +311.1% | +90.2% | +220.8% | +213.0% |
| All | +391.7% | +93.2% | +298.4% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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