+391.7%
APP vs EXR
+22.3%
+369.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.7% |
| 7D | +0.9% | -2.6% | +3.4% | +1.9% |
| 30D | -23.3% | -7.2% | -16.1% | -21.1% |
| 3M | -42.6% | -3.5% | -39.1% | -42.1% |
| 6M | -33.6% | -5.3% | -28.3% | -32.7% |
| YTD | -52.4% | +9.4% | -61.8% | -55.0% |
| 1Y | -35.9% | +1.3% | -37.2% | -37.6% |
| 3Y | +642.2% | +22.4% | +619.8% | +525.7% |
| 5Y | +311.1% | -12.2% | +323.3% | +319.4% |
| All | +391.7% | +22.3% | +369.4% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling