-33.6%
APP vs EXE
-6.7%
-26.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.0% |
| 7D | +0.9% | -0.3% | +1.1% | +0.8% |
| 30D | -23.3% | +8.5% | -31.7% | -21.9% |
| 3M | -42.6% | +5.5% | -48.1% | -41.6% |
| 6M | -33.6% | -5.9% | -27.7% | -30.8% |
| All | -33.6% | -6.7% | -26.9% | -30.8% |
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 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