+292.6%
APP vs EXC
+41.2%
+251.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +9.7% |
| 7D | +71.2% | -1.2% | +72.4% | +71.0% |
| 30D | +39.1% | +10.0% | +29.1% | +40.0% |
| 3M | +16.5% | +1.6% | +14.9% | +16.8% |
| 6M | -16.6% | +3.3% | -19.8% | -16.3% |
| YTD | -41.9% | +7.6% | -49.5% | -42.0% |
| 1Y | -37.0% | +3.5% | -40.5% | -36.9% |
| 3Y | +892.4% | +27.7% | +864.8% | +847.8% |
| All | +292.6% | +41.2% | +251.4% | +262.6% |
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