+446.2%
APP vs DIS
-35.7%
+481.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.5% | +32.5% | +32.0% |
| 7D | +39.7% | +5.7% | +34.0% | +34.4% |
| 30D | +27.7% | +12.7% | +15.1% | +17.4% |
| 3M | -14.8% | +15.2% | -30.0% | -23.3% |
| 6M | -25.5% | +17.6% | -43.1% | -34.8% |
| YTD | -47.2% | +3.8% | -51.0% | -49.4% |
| 1Y | -42.3% | +6.8% | -49.1% | -46.3% |
| 3Y | +806.8% | +42.1% | +764.7% | +542.3% |
| 5Y | +261.6% | -31.2% | +292.8% | +229.1% |
| All | +446.2% | -35.7% | +481.9% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling