+446.2%
APP vs EXC
+74.5%
+371.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.6% | +30.4% | +31.1% |
| 7D | +39.7% | +1.4% | +38.3% | +39.8% |
| 30D | +27.7% | +11.6% | +16.1% | +28.6% |
| 3M | -14.8% | +2.7% | -17.4% | -14.6% |
| 6M | -25.5% | +2.7% | -28.2% | -25.3% |
| YTD | -47.2% | +9.7% | -56.9% | -47.1% |
| 1Y | -42.3% | +4.5% | -46.8% | -42.1% |
| 3Y | +806.8% | +28.5% | +778.3% | +772.7% |
| 5Y | +261.6% | +43.9% | +217.7% | +243.1% |
| All | +446.2% | +74.5% | +371.7% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling