+803.3%
APP vs EXR
+70.9%
+732.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.1% |
| 7D | +39.7% | +6.8% | +32.9% | +38.3% |
| 30D | +27.7% | +19.6% | +8.1% | +24.3% |
| 3M | -14.8% | +8.0% | -22.7% | -15.8% |
| 6M | -25.5% | +17.2% | -42.7% | -27.5% |
| YTD | -47.2% | +27.2% | -74.4% | -49.8% |
| 1Y | -42.3% | +26.1% | -68.4% | -45.1% |
| All | +803.3% | +70.9% | +732.5% | +675.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling