+446.2%
APP vs EXPD
+83.0%
+363.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.5% | +33.6% |
| 7D | +39.7% | -4.8% | +44.5% | +42.4% |
| 30D | +27.7% | -1.5% | +29.3% | +27.6% |
| 3M | -14.8% | +4.1% | -18.9% | -17.8% |
| 6M | -25.5% | +24.0% | -49.5% | -36.5% |
| YTD | -47.2% | +27.4% | -74.6% | -55.9% |
| 1Y | -42.3% | +38.4% | -80.7% | -54.5% |
| 3Y | +806.8% | +73.2% | +733.6% | +474.3% |
| 5Y | +261.6% | +59.9% | +201.8% | +124.8% |
| All | +446.2% | +83.0% | +363.2% | +220.8% |
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