+933.3%
APP vs EXPE
+125.5%
+807.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +79.2% | -13.3% | +92.5% | +84.9% |
| 30D | +48.0% | -5.5% | +53.5% | +45.8% |
| 3M | +18.2% | -16.5% | +34.7% | +22.8% |
| 6M | -12.5% | +13.1% | -25.6% | -22.1% |
| YTD | -39.2% | -8.0% | -31.2% | -40.9% |
| 1Y | -33.9% | +1.1% | -35.0% | -38.6% |
| 3Y | +933.3% | +131.2% | +802.1% | +505.9% |
| All | +933.3% | +125.5% | +807.8% | +505.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling