+298.1%
APP vs EXEL
+281.2%
+16.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.9% |
| 30D | +56.0% | +13.1% | +42.9% | +47.6% |
| 3M | +30.8% | +36.3% | -5.5% | +14.5% |
| 6M | -9.8% | +34.5% | -44.3% | -20.4% |
| YTD | -39.3% | +57.4% | -96.7% | -50.4% |
| 1Y | -26.4% | +62.9% | -89.4% | -40.8% |
| 3Y | +887.9% | +229.5% | +658.4% | +411.8% |
| All | +298.1% | +281.2% | +16.9% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling