+503.8%
APP vs EXPD
+89.6%
+414.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +10.6% | +3.6% | +7.0% | +8.2% |
| 30D | +44.6% | +0.3% | +44.3% | +42.9% |
| 3M | +29.6% | +6.1% | +23.5% | +23.5% |
| 6M | -19.8% | +27.4% | -47.1% | -32.5% |
| YTD | -41.6% | +32.0% | -73.6% | -52.3% |
| 1Y | -32.7% | +40.5% | -73.2% | -47.3% |
| 3Y | +799.0% | +75.7% | +723.3% | +467.9% |
| 5Y | +250.4% | +61.7% | +188.7% | +114.5% |
| All | +503.8% | +89.6% | +414.2% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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