+528.8%
APP vs EXE
+138.3%
+390.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +79.2% | -3.9% | +83.1% | +80.3% |
| 30D | +48.0% | -2.6% | +50.6% | +48.4% |
| 3M | +18.2% | -6.9% | +25.1% | +19.5% |
| 6M | -12.5% | -9.3% | -3.2% | -11.4% |
| YTD | -39.2% | -20.7% | -18.4% | -36.8% |
| 1Y | -33.9% | -21.8% | -12.0% | -31.2% |
| 3Y | +933.3% | +16.2% | +917.1% | +874.0% |
| 5Y | +295.9% | +61.1% | +234.8% | +271.4% |
| All | +528.8% | +138.3% | +390.5% | +495.2% |
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