-32.7%
APP vs XLC
-4.7%
-28.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -1.1% |
| 7D | +10.6% | +3.1% | +7.5% | +5.1% |
| 30D | +44.6% | -4.2% | +48.8% | +55.4% |
| 3M | +29.6% | -2.1% | +31.7% | +34.0% |
| 6M | -19.8% | -6.6% | -13.2% | -8.6% |
| YTD | -41.6% | -7.8% | -33.8% | -28.1% |
| 1Y | -32.7% | -4.1% | -28.6% | -21.2% |
| All | -32.7% | -4.7% | -28.0% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling