+527.5%
APP vs DOW
-31.6%
+559.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.6% | +5.2% | -0.7% | +3.3% |
| 30D | +56.0% | +13.2% | +42.8% | +50.3% |
| 3M | +30.8% | +10.1% | +20.8% | +26.6% |
| 6M | -9.8% | -13.1% | +3.3% | -6.9% |
| YTD | -39.3% | +46.1% | -85.4% | -49.9% |
| 1Y | -26.4% | +50.0% | -76.5% | -40.2% |
| 3Y | +887.9% | -20.2% | +908.2% | +950.8% |
| 5Y | +264.1% | -27.7% | +291.8% | +315.3% |
| All | +527.5% | -31.6% | +559.1% | +602.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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