+313.2%
APP vs EXC
+41.1%
+272.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.6% |
| 7D | +61.1% | +0.1% | +61.0% | +61.1% |
| 30D | +42.8% | +9.0% | +33.7% | +43.6% |
| 3M | +16.7% | +3.3% | +13.4% | +17.0% |
| 6M | -15.6% | +5.7% | -21.2% | -15.3% |
| YTD | -41.3% | +7.3% | -48.7% | -41.3% |
| 1Y | -39.3% | +2.9% | -42.2% | -39.1% |
| 3Y | +803.2% | +29.3% | +773.9% | +758.1% |
| 5Y | +313.2% | +40.1% | +273.1% | +290.2% |
| All | +313.2% | +41.1% | +272.0% | +290.2% |
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 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