+250.4%
APP vs DGX
+91.7%
+158.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +10.6% | +1.9% | +8.6% | +9.9% |
| 30D | +44.6% | +12.7% | +31.9% | +39.6% |
| 3M | +29.6% | +9.6% | +20.0% | +25.9% |
| 6M | -19.8% | +37.6% | -57.4% | -27.9% |
| YTD | -41.6% | +52.1% | -93.7% | -50.2% |
| 1Y | -32.7% | +41.3% | -74.0% | -40.9% |
| 3Y | +799.0% | +106.9% | +692.1% | +520.4% |
| 5Y | +250.4% | +90.7% | +159.7% | +130.1% |
| All | +250.4% | +91.7% | +158.6% | +130.1% |
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