+640.8%
APP vs XLB
+34.9%
+605.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -1.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | -10.0% | -1.7% | -8.3% | -8.6% |
| 3M | -44.6% | +4.4% | -49.0% | -47.0% |
| 6M | -37.9% | +5.0% | -42.9% | -41.5% |
| YTD | -53.7% | +15.5% | -69.2% | -61.1% |
| 1Y | -43.0% | +14.9% | -57.9% | -51.9% |
| 3Y | +640.8% | +34.5% | +606.2% | +393.5% |
| All | +640.8% | +34.9% | +605.8% | +393.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling