-37.0%
APP vs DRI
+30.3%
-67.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +9.7% |
| 7D | +71.2% | +2.8% | +68.4% | +71.6% |
| 30D | +39.1% | +13.3% | +25.8% | +42.1% |
| 3M | +16.5% | +8.2% | +8.4% | +18.1% |
| 6M | -16.6% | +17.5% | -34.1% | -13.5% |
| YTD | -41.9% | +26.9% | -68.9% | -38.3% |
| 1Y | -37.0% | +31.6% | -68.6% | -31.8% |
| All | -37.0% | +30.3% | -67.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling