+503.8%
APP vs EXC
+71.1%
+432.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +10.6% | -1.9% | +12.5% | +10.4% |
| 30D | +44.6% | +7.8% | +36.8% | +45.2% |
| 3M | +29.6% | +1.9% | +27.7% | +29.8% |
| 6M | -19.8% | +3.4% | -23.1% | -19.6% |
| YTD | -41.6% | +7.6% | -49.2% | -41.6% |
| 1Y | -32.7% | +2.1% | -34.8% | -32.5% |
| 3Y | +799.0% | +29.6% | +769.4% | +756.6% |
| 5Y | +250.4% | +39.5% | +210.9% | +232.6% |
| All | +503.8% | +71.1% | +432.7% | +451.2% |
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