+292.6%
APP vs DIA
+53.0%
+239.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.6% |
| 7D | +71.2% | -0.9% | +72.2% | +70.9% |
| 30D | +39.1% | +0.3% | +38.8% | +35.9% |
| 3M | +16.5% | -4.5% | +21.1% | +25.3% |
| 6M | -16.6% | +3.4% | -19.9% | -23.0% |
| YTD | -41.9% | +7.8% | -49.7% | -50.7% |
| 1Y | -37.0% | +10.7% | -47.8% | -49.4% |
| 3Y | +892.4% | +57.5% | +834.9% | +298.8% |
| All | +292.6% | +53.0% | +239.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling