-8.5%
APP vs XE
-62.9%
+54.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.0% | -2.2% | +4.3% |
| 7D | +79.2% | +7.6% | +71.5% | +77.3% |
| 30D | +48.0% | -18.6% | +66.6% | +50.5% |
| 3M | +18.2% | -50.7% | +69.0% | +25.6% |
| 6M | -12.5% | -63.0% | +50.5% | -10.0% |
| All | -8.5% | -62.9% | +54.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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