-16.6%
APP vs EXE
-12.0%
-4.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +9.3% |
| 7D | +71.2% | -6.6% | +77.8% | +66.6% |
| 30D | +39.1% | -4.0% | +43.1% | +36.8% |
| 3M | +16.5% | -7.5% | +24.0% | +13.5% |
| 6M | -16.6% | -11.7% | -4.9% | -20.5% |
| All | -16.6% | -12.0% | -4.6% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling