+333.0%
APP vs EXE
+109.5%
+223.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -23.3% | +8.5% | -31.7% | -25.0% |
| 3M | -42.6% | +5.5% | -48.1% | -43.7% |
| 6M | -33.6% | -5.9% | -27.7% | -32.9% |
| YTD | -52.4% | -9.7% | -42.7% | -51.7% |
| 1Y | -35.9% | +3.6% | -39.5% | -38.2% |
| 3Y | +642.2% | +18.0% | +624.2% | +591.7% |
| All | +333.0% | +109.5% | +223.5% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling