+332.2%
APP vs DGX
+66.8%
+265.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +6.6% | -1.2% | +7.8% | +7.0% |
| 3M | -32.3% | +15.8% | -48.1% | -35.8% |
| 6M | -29.8% | +18.2% | -48.0% | -34.2% |
| YTD | -51.9% | +37.2% | -89.1% | -58.1% |
| 1Y | -43.3% | +30.4% | -73.6% | -49.7% |
| 3Y | +664.1% | +96.7% | +567.3% | +407.9% |
| All | +332.2% | +66.8% | +265.4% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling