+877.5%
APP vs EXE
+20.3%
+857.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +29.7% |
| 6M | -15.4% | -7.2% | -8.2% | -14.5% |
| YTD | -39.9% | -18.3% | -21.7% | -37.2% |
| 1Y | -32.0% | -23.6% | -8.4% | -26.8% |
| All | +877.5% | +20.3% | +857.1% | +747.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling