-37.0%
APP vs DG
+34.9%
-71.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +10.1% |
| 7D | +71.2% | +1.1% | +70.1% | +69.9% |
| 30D | +39.1% | +9.5% | +29.6% | +36.3% |
| 3M | +16.5% | +5.5% | +11.1% | +14.8% |
| 6M | -16.6% | +16.1% | -32.6% | -19.4% |
| YTD | -41.9% | +2.7% | -44.6% | -43.7% |
| 1Y | -37.0% | +42.1% | -79.1% | -41.5% |
| All | -37.0% | +34.9% | -71.9% | -41.5% |
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