+527.5%
APP vs DIS
-34.8%
+562.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.5% |
| 7D | +4.6% | +1.9% | +2.7% | +3.3% |
| 30D | +56.0% | +9.2% | +46.9% | +46.8% |
| 3M | +30.8% | +13.5% | +17.3% | +19.6% |
| 6M | -9.8% | +14.3% | -24.1% | -18.9% |
| YTD | -39.3% | +5.4% | -44.7% | -42.5% |
| 1Y | -26.4% | +12.2% | -38.6% | -33.7% |
| 3Y | +887.9% | +37.2% | +850.7% | +628.1% |
| 5Y | +264.1% | -23.1% | +287.2% | +242.3% |
| All | +527.5% | -34.8% | +562.2% | +447.5% |
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