+520.8%
APP vs XLC
+50.3%
+470.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +0.9% |
| 7D | +48.9% | +3.5% | +45.5% | +39.8% |
| 30D | +49.4% | -2.6% | +52.0% | +57.5% |
| 3M | +27.0% | -2.1% | +29.1% | +32.6% |
| 6M | -15.4% | -5.5% | -9.9% | -6.3% |
| YTD | -39.9% | -6.9% | -33.0% | -30.4% |
| 1Y | -32.0% | -3.7% | -28.2% | -25.8% |
| 3Y | +824.3% | +64.2% | +760.2% | +334.6% |
| 5Y | +252.4% | +43.0% | +209.4% | +96.2% |
| All | +520.8% | +50.3% | +470.5% | +223.3% |
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