+391.7%
APP vs EXPE
+75.7%
+315.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.1% |
| 7D | +0.9% | -9.5% | +10.4% | +6.4% |
| 30D | -23.3% | -6.6% | -16.6% | -20.5% |
| 3M | -42.6% | +31.4% | -74.0% | -51.1% |
| 6M | -33.6% | +35.2% | -68.8% | -44.4% |
| YTD | -52.4% | +5.8% | -58.2% | -54.8% |
| 1Y | -35.9% | +38.7% | -74.6% | -48.8% |
| 3Y | +642.2% | +175.8% | +466.4% | +283.0% |
| 5Y | +311.1% | +111.8% | +199.2% | +143.0% |
| All | +391.7% | +75.7% | +315.9% | +198.5% |
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