+887.9%
APP vs EXR
+53.5%
+834.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | -0.4% | +5.0% | +4.7% |
| 30D | +56.0% | +18.2% | +37.8% | +51.8% |
| 3M | +30.8% | +7.3% | +23.5% | +29.2% |
| 6M | -9.8% | +13.8% | -23.6% | -11.9% |
| YTD | -39.3% | +25.9% | -65.2% | -42.4% |
| 1Y | -26.4% | +25.8% | -52.2% | -30.3% |
| 3Y | +887.9% | +53.7% | +834.2% | +708.5% |
| All | +887.9% | +53.5% | +834.4% | +708.5% |
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