-32.0%
APP vs XLB
+24.1%
-56.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +48.9% | -1.6% | +50.6% | +49.0% |
| 30D | +49.4% | +7.2% | +42.2% | +45.0% |
| 3M | +27.0% | 0.0% | +27.0% | +25.7% |
| 6M | -15.4% | +2.3% | -17.7% | -16.5% |
| YTD | -39.9% | +18.4% | -58.3% | -39.1% |
| 1Y | -32.0% | +23.3% | -55.3% | -31.4% |
| All | -32.0% | +24.1% | -56.1% | -31.4% |
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