+528.8%
APP vs DIA
+69.9%
+459.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +0.9% |
| 7D | +79.2% | +0.8% | +78.4% | +73.6% |
| 30D | +48.0% | +1.4% | +46.6% | +42.1% |
| 3M | +18.2% | -2.7% | +20.9% | +22.7% |
| 6M | -12.5% | +6.2% | -18.7% | -22.7% |
| YTD | -39.2% | +10.1% | -49.3% | -49.8% |
| 1Y | -33.9% | +13.0% | -46.9% | -48.2% |
| 3Y | +933.3% | +61.9% | +871.4% | +319.3% |
| 5Y | +295.9% | +57.1% | +238.8% | +71.2% |
| All | +528.8% | +69.9% | +459.0% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling