+500.0%
APP vs EXPD
+78.9%
+421.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.1% | +11.1% |
| 7D | +71.2% | -7.2% | +78.4% | +76.8% |
| 30D | +39.1% | -3.3% | +42.4% | +40.1% |
| 3M | +16.5% | +3.4% | +13.2% | +12.3% |
| 6M | -16.6% | +22.7% | -39.2% | -28.6% |
| YTD | -41.9% | +24.5% | -66.5% | -51.0% |
| 1Y | -37.0% | +38.6% | -75.7% | -50.6% |
| 3Y | +892.4% | +71.5% | +820.9% | +528.9% |
| 5Y | +297.3% | +56.2% | +241.1% | +149.9% |
| All | +500.0% | +78.9% | +421.1% | +256.5% |
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