-55.4%
APP vs XLB
+29.8%
-85.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.9% |
| 7D | +4.5% | +3.9% | +0.6% | +3.1% |
| 30D | -3.6% | +8.9% | -12.5% | -6.3% |
| 3M | -35.3% | +4.1% | -39.4% | -36.2% |
| 6M | -42.8% | +7.3% | -50.1% | -44.0% |
| YTD | -59.7% | +20.4% | -80.0% | -58.7% |
| 1Y | -55.4% | +29.5% | -84.9% | -54.7% |
| All | -55.4% | +29.8% | -85.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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