+378.5%
APP vs DG
-34.9%
+413.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.3% |
| 7D | +0.1% | -2.5% | +2.5% | +0.3% |
| 30D | -10.0% | +1.0% | -11.0% | -10.1% |
| 3M | -44.6% | +20.3% | -65.0% | -45.8% |
| 6M | -37.9% | -11.7% | -26.1% | -37.4% |
| YTD | -53.7% | -2.3% | -51.4% | -53.9% |
| 1Y | -43.0% | +20.0% | -63.0% | -44.4% |
| 3Y | +640.8% | +7.2% | +633.5% | +634.1% |
| 5Y | +358.8% | -37.9% | +396.8% | +477.9% |
| All | +378.5% | -34.9% | +413.4% | +507.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling