+391.7%
APP vs DIA
+72.9%
+318.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +3.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | -23.3% | -1.5% | -21.7% | -20.8% |
| 3M | -42.6% | +3.8% | -46.4% | -46.3% |
| 6M | -33.6% | +10.3% | -43.9% | -44.9% |
| YTD | -52.4% | +12.1% | -64.5% | -61.5% |
| 1Y | -35.9% | +18.6% | -54.5% | -53.6% |
| 3Y | +642.2% | +60.6% | +581.6% | +210.6% |
| 5Y | +311.1% | +64.4% | +246.7% | +68.3% |
| All | +391.7% | +72.9% | +318.7% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling