+506.6%
APP vs DTE
+41.6%
+465.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +61.1% | +3.5% | +57.6% | +61.3% |
| 30D | +42.8% | +9.5% | +33.2% | +43.2% |
| 3M | +16.7% | +2.5% | +14.1% | +16.9% |
| 6M | -15.6% | +0.6% | -16.1% | -15.7% |
| YTD | -41.3% | +10.5% | -51.8% | -41.8% |
| 1Y | -39.3% | +3.3% | -42.6% | -39.5% |
| 3Y | +803.2% | +56.3% | +746.9% | +754.6% |
| 5Y | +313.2% | +44.9% | +268.2% | +318.3% |
| All | +506.6% | +41.6% | +465.0% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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