+391.7%
APP vs XBI
+23.3%
+368.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.1% |
| 30D | -23.3% | +7.1% | -30.3% | -28.4% |
| 3M | -42.6% | +22.9% | -65.5% | -53.1% |
| 6M | -33.6% | +29.7% | -63.3% | -49.0% |
| YTD | -52.4% | +34.5% | -86.9% | -64.7% |
| 1Y | -35.9% | +76.1% | -111.9% | -63.7% |
| 3Y | +642.2% | +103.2% | +539.0% | +248.7% |
| 5Y | +311.1% | +22.8% | +288.2% | +211.8% |
| All | +391.7% | +23.3% | +368.4% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling