+850.7%
APP vs DG
+22.1%
+828.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.8% |
| 7D | +10.6% | -2.5% | +13.0% | +10.4% |
| 30D | +44.6% | +7.7% | +36.9% | +44.9% |
| 3M | +29.6% | +13.1% | +16.5% | +30.2% |
| 6M | -19.8% | +32.0% | -51.8% | -18.7% |
| YTD | -41.6% | +3.3% | -44.9% | -41.7% |
| 1Y | -32.7% | +31.7% | -64.3% | -31.2% |
| All | +850.7% | +22.1% | +828.6% | +881.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling