-32.7%
APP vs EXEL
+62.5%
-95.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +10.6% | +1.6% | +8.9% | +10.4% |
| 30D | +44.6% | +17.4% | +27.2% | +37.4% |
| 3M | +29.6% | +38.6% | -9.0% | +17.2% |
| 6M | -19.8% | +41.2% | -61.0% | -25.6% |
| YTD | -41.6% | +59.3% | -100.9% | -48.9% |
| 1Y | -32.7% | +60.2% | -92.9% | -41.6% |
| All | -32.7% | +62.5% | -95.2% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling