-25.5%
APP vs EXPE
+10.2%
-35.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.7% | +44.8% | +32.5% |
| 7D | +39.7% | -3.6% | +43.3% | +32.9% |
| 30D | +27.7% | +4.8% | +23.0% | +15.8% |
| 3M | -14.8% | -14.6% | -0.1% | -14.2% |
| 6M | -25.5% | +10.0% | -35.5% | -34.6% |
| All | -25.5% | +10.2% | -35.7% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling