+500.0%
APP vs XLB
+42.7%
+457.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.6% |
| 7D | +71.2% | -1.5% | +72.7% | +72.2% |
| 30D | +39.1% | +6.1% | +33.0% | +28.5% |
| 3M | +16.5% | 0.0% | +16.5% | +14.9% |
| 6M | -16.6% | 0.0% | -16.5% | -18.3% |
| YTD | -41.9% | +16.0% | -58.0% | -53.4% |
| 1Y | -37.0% | +24.7% | -61.8% | -54.1% |
| 3Y | +892.4% | +40.4% | +852.1% | +517.6% |
| 5Y | +297.3% | +30.7% | +266.6% | +174.9% |
| All | +500.0% | +42.7% | +457.3% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling