+295.9%
APP vs EXR
-0.5%
+296.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +79.2% | +2.7% | +76.5% | +77.4% |
| 30D | +48.0% | +18.9% | +29.0% | +38.1% |
| 3M | +18.2% | +8.4% | +9.9% | +14.4% |
| 6M | -12.5% | +14.3% | -26.8% | -17.6% |
| YTD | -39.2% | +27.2% | -66.4% | -46.0% |
| 1Y | -33.9% | +25.9% | -59.8% | -41.3% |
| 3Y | +933.3% | +54.6% | +878.6% | +672.7% |
| 5Y | +295.9% | -0.6% | +296.5% | +281.5% |
| All | +295.9% | -0.5% | +296.3% | +281.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling