-37.1%
APP vs DIA
+12.5%
-49.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +2.8% |
| 7D | +79.2% | +0.8% | +78.4% | +73.3% |
| 30D | +48.0% | +1.4% | +46.6% | +42.1% |
| 3M | +18.2% | -2.7% | +20.9% | +20.9% |
| 6M | -12.5% | +6.2% | -18.7% | -19.9% |
| YTD | -39.2% | +10.1% | -49.3% | -45.2% |
| All | -37.1% | +12.5% | -49.6% | -43.5% |
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