+520.8%
APP vs EXEL
+191.1%
+329.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +48.9% | -2.8% | +51.8% | +49.7% |
| 30D | +49.4% | +18.2% | +31.2% | +40.1% |
| 3M | +27.0% | +37.7% | -10.7% | +12.6% |
| 6M | -15.4% | +42.2% | -57.6% | -25.7% |
| YTD | -39.9% | +61.3% | -101.2% | -50.1% |
| 1Y | -32.0% | +64.5% | -96.5% | -43.9% |
| 3Y | +824.3% | +236.7% | +587.7% | +439.4% |
| 5Y | +252.4% | +296.3% | -43.9% | +91.6% |
| All | +520.8% | +191.1% | +329.7% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling