+333.0%
APP vs EXC
+47.1%
+285.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -23.3% | -3.7% | -19.5% | -23.5% |
| 3M | -42.6% | -1.3% | -41.4% | -42.7% |
| 6M | -33.6% | -9.7% | -23.9% | -33.9% |
| YTD | -52.4% | +2.9% | -55.3% | -52.5% |
| 1Y | -35.9% | +4.4% | -40.3% | -36.2% |
| 3Y | +642.2% | +22.2% | +620.0% | +610.8% |
| All | +333.0% | +47.1% | +285.9% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling