+520.8%
APP vs EXE
+145.7%
+375.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +2.2% |
| 7D | +48.9% | +1.5% | +47.4% | +48.3% |
| 30D | +49.4% | -0.2% | +49.6% | +49.1% |
| 3M | +27.0% | -9.2% | +36.3% | +29.3% |
| 6M | -15.4% | -7.2% | -8.2% | -14.7% |
| YTD | -39.9% | -18.3% | -21.7% | -38.0% |
| 1Y | -32.0% | -23.6% | -8.4% | -28.5% |
| 3Y | +824.3% | +21.9% | +802.4% | +762.9% |
| 5Y | +252.4% | +73.7% | +178.8% | +231.0% |
| All | +520.8% | +145.7% | +375.1% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling