+250.4%
APP vs DIA
+57.9%
+192.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.0% |
| 7D | +10.6% | +1.6% | +9.0% | +7.4% |
| 30D | +44.6% | +1.2% | +43.4% | +39.1% |
| 3M | +29.6% | -2.4% | +32.0% | +33.9% |
| 6M | -19.8% | +5.7% | -25.4% | -28.9% |
| YTD | -41.6% | +9.9% | -51.5% | -52.1% |
| 1Y | -32.7% | +9.8% | -42.5% | -44.7% |
| 3Y | +799.0% | +59.8% | +739.3% | +249.9% |
| 5Y | +250.4% | +57.7% | +192.7% | +46.8% |
| All | +250.4% | +57.9% | +192.4% | +46.8% |
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 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