+500.0%
APP vs EXR
+41.4%
+458.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.1% |
| 7D | +71.2% | +5.2% | +66.0% | +68.0% |
| 30D | +39.1% | +20.9% | +18.2% | +29.2% |
| 3M | +16.5% | +7.7% | +8.8% | +13.1% |
| 6M | -16.6% | +13.2% | -29.7% | -20.9% |
| YTD | -41.9% | +26.5% | -68.4% | -48.1% |
| 1Y | -37.0% | +27.2% | -64.2% | -44.1% |
| 3Y | +892.4% | +71.5% | +820.9% | +606.6% |
| 5Y | +297.3% | +0.4% | +296.9% | +289.4% |
| All | +500.0% | +41.4% | +458.6% | +501.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling