-37.0%
APP vs XLB
+23.8%
-60.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.9% |
| 7D | +71.2% | -1.5% | +72.7% | +70.0% |
| 30D | +39.1% | +6.1% | +33.0% | +34.9% |
| 3M | +16.5% | 0.0% | +16.5% | +14.8% |
| 6M | -16.6% | 0.0% | -16.5% | -17.6% |
| YTD | -41.9% | +16.0% | -58.0% | -40.6% |
| 1Y | -37.0% | +24.7% | -61.8% | -35.6% |
| All | -37.0% | +23.8% | -60.9% | -35.6% |
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