+250.4%
APP vs EXPE
+44.3%
+206.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +10.6% | -4.2% | +14.7% | +12.7% |
| 30D | +44.6% | -4.5% | +49.1% | +42.3% |
| 3M | +29.6% | -19.7% | +49.3% | +39.7% |
| 6M | -19.8% | +18.3% | -38.1% | -31.2% |
| YTD | -41.6% | -7.3% | -34.2% | -43.1% |
| 1Y | -32.7% | -3.9% | -28.8% | -36.0% |
| 3Y | +799.0% | +123.0% | +676.0% | +371.0% |
| 5Y | +250.4% | +47.9% | +202.4% | +112.2% |
| All | +250.4% | +44.3% | +206.1% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling