+850.7%
APP vs XBI
+129.3%
+721.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -1.0% |
| 7D | +10.6% | +1.9% | +8.7% | +9.7% |
| 30D | +44.6% | +3.0% | +41.6% | +40.6% |
| 3M | +29.6% | -5.1% | +34.7% | +31.7% |
| 6M | -19.8% | +12.2% | -32.0% | -27.1% |
| YTD | -41.6% | +24.1% | -65.7% | -50.6% |
| 1Y | -32.7% | +33.1% | -65.8% | -45.8% |
| All | +850.7% | +129.3% | +721.4% | +441.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling