+635.9%
APP vs DGX
+96.8%
+539.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -10.0% | -1.2% | -8.8% | -10.1% |
| 3M | -44.6% | +19.9% | -64.6% | -44.1% |
| 6M | -37.9% | +19.2% | -57.1% | -37.2% |
| YTD | -53.7% | +37.5% | -91.2% | -53.2% |
| 1Y | -43.0% | +31.3% | -74.2% | -42.3% |
| All | +635.9% | +96.8% | +539.0% | +668.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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