-26.4%
APP vs XLF
+11.3%
-37.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.2% |
| 7D | +4.6% | +2.7% | +1.9% | +2.3% |
| 30D | +56.0% | +7.6% | +48.4% | +40.7% |
| 3M | +30.8% | +1.1% | +29.8% | +27.6% |
| 6M | -9.8% | +15.9% | -25.7% | -27.0% |
| YTD | -39.3% | +8.4% | -47.7% | -48.5% |
| 1Y | -26.4% | +12.5% | -38.9% | -38.6% |
| All | -26.4% | +11.3% | -37.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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