+640.8%
APP vs DTE
+48.7%
+592.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.5% |
| 7D | +0.1% | +0.9% | -0.8% | +0.3% |
| 30D | -10.0% | -1.9% | -8.2% | -10.4% |
| 3M | -44.6% | -3.3% | -41.3% | -45.1% |
| 6M | -37.9% | -7.1% | -30.7% | -38.6% |
| YTD | -53.7% | +8.1% | -61.8% | -53.5% |
| 1Y | -43.0% | +5.3% | -48.2% | -42.7% |
| 3Y | +640.8% | +48.2% | +592.6% | +644.4% |
| All | +640.8% | +48.7% | +592.1% | +644.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling