-15.4%
APP vs XLB
+3.1%
-18.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.4% |
| 7D | +48.9% | -1.6% | +50.6% | +48.8% |
| 30D | +49.4% | +7.2% | +42.2% | +42.6% |
| 3M | +27.0% | 0.0% | +27.0% | +24.6% |
| 6M | -15.4% | +2.3% | -17.7% | -16.7% |
| All | -15.4% | +3.1% | -18.5% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling