+933.3%
APP vs EXC
+28.9%
+904.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +79.2% | -1.7% | +80.9% | +77.8% |
| 30D | +48.0% | +9.3% | +38.7% | +54.1% |
| 3M | +18.2% | +1.0% | +17.2% | +19.0% |
| 6M | -12.5% | +5.9% | -18.4% | -9.7% |
| YTD | -39.2% | +7.6% | -46.8% | -36.3% |
| 1Y | -33.9% | +2.4% | -36.3% | -31.6% |
| 3Y | +933.3% | +30.2% | +903.0% | +958.4% |
| All | +933.3% | +28.9% | +904.4% | +958.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling