+333.0%
APP vs XLC
+38.0%
+295.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +4.4% |
| 7D | +0.9% | -0.8% | +1.7% | +2.4% |
| 30D | -23.3% | +1.0% | -24.3% | -25.0% |
| 3M | -42.6% | -0.7% | -41.9% | -42.3% |
| 6M | -33.6% | -5.1% | -28.5% | -27.1% |
| YTD | -52.4% | -4.3% | -48.1% | -47.9% |
| 1Y | -35.9% | -0.6% | -35.3% | -34.7% |
| 3Y | +642.2% | +72.7% | +569.5% | +208.0% |
| All | +333.0% | +38.0% | +295.0% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling