+528.8%
APP vs XLC
+48.6%
+480.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +0.4% |
| 7D | +79.2% | +7.1% | +72.1% | +58.7% |
| 30D | +48.0% | -2.7% | +50.7% | +56.4% |
| 3M | +18.2% | -3.2% | +21.4% | +26.0% |
| 6M | -12.5% | -7.7% | -4.8% | +1.1% |
| YTD | -39.2% | -8.0% | -31.2% | -28.1% |
| 1Y | -33.9% | -3.1% | -30.8% | -28.9% |
| 3Y | +933.3% | +64.9% | +868.4% | +384.1% |
| 5Y | +295.9% | +39.5% | +256.3% | +127.8% |
| All | +528.8% | +48.6% | +480.2% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling