-35.9%
APP vs DG
+23.4%
-59.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +0.9% | +8.4% | -7.5% | +0.1% |
| 30D | -23.3% | +4.9% | -28.2% | -23.7% |
| 3M | -42.6% | +29.3% | -72.0% | -44.6% |
| 6M | -33.6% | -11.3% | -22.3% | -34.7% |
| YTD | -52.4% | +1.8% | -54.2% | -53.2% |
| 1Y | -35.9% | +25.3% | -61.2% | -37.4% |
| All | -35.9% | +23.4% | -59.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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