+261.6%
APP vs EXR
-1.5%
+263.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.3% |
| 7D | +39.7% | +6.8% | +32.9% | +36.1% |
| 30D | +27.7% | +19.6% | +8.1% | +18.9% |
| 3M | -14.8% | +8.0% | -22.7% | -17.4% |
| 6M | -25.5% | +17.2% | -42.7% | -30.6% |
| YTD | -47.2% | +27.2% | -74.4% | -53.1% |
| 1Y | -42.3% | +26.1% | -68.4% | -48.8% |
| 3Y | +806.8% | +70.7% | +736.1% | +534.7% |
| 5Y | +261.6% | +1.0% | +260.7% | +251.0% |
| All | +261.6% | -1.5% | +263.2% | +251.0% |
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