+520.8%
APP vs EXPE
+53.2%
+467.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.2% |
| 7D | +48.9% | -17.8% | +66.7% | +59.9% |
| 30D | +49.4% | -3.2% | +52.7% | +46.2% |
| 3M | +27.0% | -19.0% | +46.0% | +35.6% |
| 6M | -15.4% | +17.7% | -33.1% | -26.5% |
| YTD | -39.9% | -7.8% | -32.2% | -41.1% |
| 1Y | -32.0% | -1.4% | -30.6% | -35.9% |
| 3Y | +824.3% | +121.9% | +702.4% | +419.5% |
| 5Y | +252.4% | +44.3% | +208.2% | +121.5% |
| All | +520.8% | +53.2% | +467.6% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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