+446.2%
APP vs EXR
+42.2%
+403.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.3% |
| 7D | +39.7% | +6.8% | +32.9% | +36.2% |
| 30D | +27.7% | +19.6% | +8.1% | +19.2% |
| 3M | -14.8% | +8.0% | -22.7% | -17.3% |
| 6M | -25.5% | +17.2% | -42.7% | -30.4% |
| YTD | -47.2% | +27.2% | -74.4% | -52.9% |
| 1Y | -42.3% | +26.1% | -68.4% | -48.6% |
| 3Y | +806.8% | +70.7% | +736.1% | +548.4% |
| 5Y | +261.6% | +1.0% | +260.7% | +253.7% |
| All | +446.2% | +42.2% | +403.9% | +446.1% |
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