+446.2%
APP vs EXPE
+60.7%
+385.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.7% | +44.8% | +37.8% |
| 7D | +39.7% | -3.6% | +43.3% | +38.0% |
| 30D | +27.7% | +4.8% | +23.0% | +20.2% |
| 3M | -14.8% | -14.6% | -0.1% | -10.7% |
| 6M | -25.5% | +10.0% | -35.5% | -32.5% |
| YTD | -47.2% | -3.3% | -43.9% | -49.3% |
| 1Y | -42.3% | +28.4% | -70.7% | -53.2% |
| 3Y | +806.8% | +145.1% | +661.7% | +385.0% |
| 5Y | +261.6% | +51.6% | +210.0% | +122.4% |
| All | +446.2% | +60.7% | +385.5% | +235.2% |
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