+892.4%
APP vs EXEL
+231.1%
+661.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.6% |
| 7D | +71.2% | +0.3% | +71.0% | +70.4% |
| 30D | +39.1% | +19.0% | +20.0% | +32.8% |
| 3M | +16.5% | +33.3% | -16.7% | +8.3% |
| 6M | -16.6% | +42.9% | -59.4% | -23.4% |
| YTD | -41.9% | +58.7% | -100.7% | -48.3% |
| 1Y | -37.0% | +70.5% | -107.6% | -44.9% |
| 3Y | +892.4% | +233.8% | +658.6% | +684.5% |
| All | +892.4% | +231.1% | +661.3% | +684.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling