+506.6%
APP vs DIS
-34.6%
+541.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +61.1% | +4.4% | +56.7% | +56.3% |
| 30D | +42.8% | +10.3% | +32.4% | +33.2% |
| 3M | +16.7% | +15.5% | +1.1% | +5.3% |
| 6M | -15.6% | +11.2% | -26.8% | -22.7% |
| YTD | -41.3% | +5.6% | -46.9% | -44.5% |
| 1Y | -39.3% | +7.7% | -47.0% | -43.8% |
| 3Y | +803.2% | +39.3% | +763.9% | +556.8% |
| 5Y | +313.2% | -29.5% | +342.7% | +272.0% |
| All | +506.6% | -34.6% | +541.2% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling