+500.0%
APP vs EXPE
+52.8%
+447.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.9% | +14.7% | +12.2% |
| 7D | +71.2% | -9.3% | +80.5% | +74.0% |
| 30D | +39.1% | +0.1% | +38.9% | +33.4% |
| 3M | +16.5% | -15.3% | +31.9% | +21.3% |
| 6M | -16.6% | +5.5% | -22.0% | -23.1% |
| YTD | -41.9% | -8.0% | -34.0% | -43.1% |
| 1Y | -37.0% | +18.9% | -55.9% | -47.0% |
| 3Y | +892.4% | +135.5% | +756.9% | +439.1% |
| 5Y | +297.3% | +44.3% | +253.0% | +149.7% |
| All | +500.0% | +52.8% | +447.2% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling