-32.0%
APP vs DIA
+12.2%
-44.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +1.8% |
| 7D | +48.9% | -1.6% | +50.6% | +50.0% |
| 30D | +49.4% | +1.3% | +48.2% | +43.8% |
| 3M | +27.0% | -2.1% | +29.1% | +28.9% |
| 6M | -15.4% | +6.2% | -21.6% | -23.0% |
| YTD | -39.9% | +10.3% | -50.3% | -46.8% |
| 1Y | -32.0% | +11.0% | -43.0% | -39.9% |
| All | -32.0% | +12.2% | -44.2% | -39.9% |
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