+500.0%
APP vs DG
-31.6%
+531.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +10.1% |
| 7D | +71.2% | +1.1% | +70.1% | +70.7% |
| 30D | +39.1% | +9.5% | +29.6% | +37.5% |
| 3M | +16.5% | +5.5% | +11.1% | +15.6% |
| 6M | -16.6% | +16.1% | -32.6% | -18.2% |
| YTD | -41.9% | +2.7% | -44.6% | -42.6% |
| 1Y | -37.0% | +42.1% | -79.1% | -39.7% |
| 3Y | +892.4% | +19.3% | +873.2% | +854.1% |
| 5Y | +297.3% | -35.3% | +332.6% | +404.8% |
| All | +500.0% | -31.6% | +531.6% | +655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling