-55.4%
APP vs DIA
+15.0%
-70.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +5.5% |
| 7D | +4.5% | +1.6% | +2.9% | +2.1% |
| 30D | -3.6% | +4.1% | -7.7% | -9.3% |
| 3M | -35.3% | -1.0% | -34.2% | -34.0% |
| 6M | -42.8% | +9.7% | -52.4% | -49.2% |
| YTD | -59.7% | +12.2% | -71.8% | -64.1% |
| 1Y | -55.4% | +14.9% | -70.2% | -60.8% |
| All | -55.4% | +15.0% | -70.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling