+500.0%
APP vs EXE
+134.5%
+365.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +10.0% |
| 7D | +71.2% | -6.6% | +77.8% | +73.3% |
| 30D | +39.1% | -4.0% | +43.1% | +39.9% |
| 3M | +16.5% | -7.5% | +24.0% | +17.9% |
| 6M | -16.6% | -11.7% | -4.9% | -15.0% |
| YTD | -41.9% | -22.0% | -19.9% | -39.5% |
| 1Y | -37.0% | -21.8% | -15.2% | -34.6% |
| 3Y | +892.4% | +8.0% | +884.4% | +849.6% |
| 5Y | +297.3% | +62.3% | +235.0% | +275.7% |
| All | +500.0% | +134.5% | +365.5% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling