+252.4%
APP vs XLC
+42.7%
+209.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +0.9% |
| 7D | +48.9% | +3.5% | +45.5% | +39.6% |
| 30D | +49.4% | -2.6% | +52.0% | +57.7% |
| 3M | +27.0% | -2.1% | +29.1% | +32.7% |
| 6M | -15.4% | -5.5% | -9.9% | -6.1% |
| YTD | -39.9% | -6.9% | -33.0% | -30.2% |
| 1Y | -32.0% | -3.7% | -28.2% | -25.7% |
| 3Y | +824.3% | +64.2% | +760.2% | +320.4% |
| 5Y | +252.4% | +43.0% | +209.4% | +95.4% |
| All | +252.4% | +42.7% | +209.7% | +95.4% |
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 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