-32.0%
APP vs EXE
-21.4%
-10.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +2.6% |
| 7D | +48.9% | +1.5% | +47.4% | +50.1% |
| 30D | +49.4% | -0.2% | +49.6% | +50.0% |
| 3M | +27.0% | -9.2% | +36.3% | +24.5% |
| 6M | -15.4% | -7.2% | -8.2% | -16.2% |
| YTD | -39.9% | -18.3% | -21.7% | -41.6% |
| 1Y | -32.0% | -23.6% | -8.4% | -31.8% |
| All | -32.0% | -21.4% | -10.6% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling