+446.2%
APP vs XLB
+43.7%
+402.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +34.0% | +34.2% |
| 7D | +39.7% | -0.4% | +40.1% | +38.8% |
| 30D | +27.7% | +5.2% | +22.5% | +19.2% |
| 3M | -14.8% | -0.1% | -14.6% | -15.5% |
| 6M | -25.5% | +2.4% | -27.9% | -29.1% |
| YTD | -47.2% | +16.9% | -64.0% | -57.9% |
| 1Y | -42.3% | +25.0% | -67.3% | -58.0% |
| 3Y | +806.8% | +40.7% | +766.1% | +464.0% |
| 5Y | +261.6% | +31.6% | +230.0% | +148.5% |
| All | +446.2% | +43.7% | +402.4% | +268.8% |
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