+500.0%
APP vs XLC
+45.1%
+455.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.4% | +9.1% |
| 7D | +71.2% | +4.9% | +66.3% | +57.4% |
| 30D | +39.1% | -5.8% | +44.9% | +55.6% |
| 3M | +16.5% | -5.4% | +22.0% | +29.6% |
| 6M | -16.6% | -10.2% | -6.4% | +1.3% |
| YTD | -41.9% | -10.2% | -31.8% | -28.3% |
| 1Y | -37.0% | -5.6% | -31.4% | -29.0% |
| 3Y | +892.4% | +61.0% | +831.4% | +385.5% |
| 5Y | +297.3% | +35.2% | +262.1% | +140.0% |
| All | +500.0% | +45.1% | +455.0% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling