+528.8%
APP vs EXPE
+52.8%
+476.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +79.2% | -13.3% | +92.5% | +86.7% |
| 30D | +48.0% | -5.5% | +53.5% | +46.6% |
| 3M | +18.2% | -16.5% | +34.7% | +23.9% |
| 6M | -12.5% | +13.1% | -25.6% | -22.4% |
| YTD | -39.2% | -8.0% | -31.2% | -40.3% |
| 1Y | -33.9% | +1.1% | -35.0% | -38.5% |
| 3Y | +933.3% | +131.2% | +802.1% | +467.6% |
| 5Y | +295.9% | +39.8% | +256.1% | +149.8% |
| All | +528.8% | +52.8% | +476.0% | +294.3% |
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