+333.0%
APP vs XLB
+36.1%
+296.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.6% |
| 7D | +0.9% | -1.4% | +2.3% | +2.6% |
| 30D | -23.3% | -0.4% | -22.9% | -22.8% |
| 3M | -42.6% | +2.0% | -44.6% | -44.4% |
| 6M | -33.6% | +1.8% | -35.4% | -36.3% |
| YTD | -52.4% | +16.6% | -69.0% | -62.2% |
| 1Y | -35.9% | +16.9% | -52.8% | -49.6% |
| 3Y | +642.2% | +32.6% | +609.7% | +385.2% |
| All | +333.0% | +36.1% | +296.8% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling