+892.4%
APP vs XLB
+39.6%
+852.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.4% |
| 7D | +71.2% | -1.5% | +72.7% | +71.7% |
| 30D | +39.1% | +6.1% | +33.0% | +30.2% |
| 3M | +16.5% | 0.0% | +16.5% | +15.0% |
| 6M | -16.6% | 0.0% | -16.5% | -17.8% |
| YTD | -41.9% | +16.0% | -58.0% | -51.9% |
| 1Y | -37.0% | +24.7% | -61.8% | -52.4% |
| 3Y | +892.4% | +40.4% | +852.1% | +541.4% |
| All | +892.4% | +39.6% | +852.8% | +541.4% |
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 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