+506.6%
APP vs EXR
+41.2%
+465.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.2% |
| 7D | +61.1% | +1.7% | +59.4% | +60.1% |
| 30D | +42.8% | +18.0% | +24.7% | +33.9% |
| 3M | +16.7% | +9.7% | +7.0% | +12.5% |
| 6M | -15.6% | +13.4% | -29.0% | -20.1% |
| YTD | -41.3% | +26.3% | -67.6% | -47.5% |
| 1Y | -39.3% | +27.6% | -66.8% | -46.2% |
| 3Y | +803.2% | +52.2% | +751.0% | +591.8% |
| 5Y | +313.2% | -1.1% | +314.2% | +305.8% |
| All | +506.6% | +41.2% | +465.4% | +508.2% |
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