+527.5%
APP vs EXC
+73.5%
+454.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +4.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.7% |
| 30D | +56.0% | +8.6% | +47.5% | +56.8% |
| 3M | +30.8% | +2.4% | +28.4% | +31.1% |
| 6M | -9.8% | +6.5% | -16.3% | -9.5% |
| YTD | -39.3% | +9.0% | -48.3% | -39.3% |
| 1Y | -26.4% | +4.6% | -31.0% | -26.2% |
| 3Y | +887.9% | +33.5% | +854.4% | +836.9% |
| 5Y | +264.1% | +41.4% | +222.7% | +245.9% |
| All | +527.5% | +73.5% | +454.0% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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