+391.7%
APP vs EXEL
+142.9%
+248.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | +8.4% | -7.5% | -2.0% |
| 30D | -23.3% | +4.1% | -27.3% | -24.0% |
| 3M | -42.6% | +12.4% | -55.1% | -44.8% |
| 6M | -33.6% | +41.5% | -75.2% | -41.8% |
| YTD | -52.4% | +34.6% | -87.1% | -57.6% |
| 1Y | -35.9% | +57.9% | -93.7% | -46.4% |
| 3Y | +642.2% | +159.5% | +482.7% | +380.1% |
| 5Y | +311.1% | +198.5% | +112.6% | +143.9% |
| All | +391.7% | +142.9% | +248.7% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling