-46.2%
APP vs XBI
+68.2%
-114.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.6% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | -10.0% | +0.9% | -10.9% | -10.6% |
| 3M | -41.4% | +21.4% | -62.9% | -46.2% |
| 6M | -41.0% | +25.5% | -66.5% | -47.5% |
| YTD | -54.7% | +30.8% | -85.6% | -60.1% |
| All | -46.2% | +68.2% | -114.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling