-45.3%
APP vs DTE
+4.6%
-50.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -10.0% | -0.5% | -9.5% | -10.2% |
| 3M | -41.4% | -6.0% | -35.4% | -43.7% |
| 6M | -41.0% | -7.2% | -33.8% | -43.5% |
| YTD | -54.7% | +7.2% | -61.9% | -53.7% |
| 1Y | -45.3% | +4.1% | -49.4% | -43.5% |
| All | -45.3% | +4.6% | -50.0% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling