+892.4%
APP vs XLF
+76.8%
+815.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.6% |
| 7D | +71.2% | +1.2% | +70.1% | +66.2% |
| 30D | +39.1% | +6.3% | +32.7% | +25.8% |
| 3M | +16.5% | -0.8% | +17.3% | +16.0% |
| 6M | -16.6% | +11.0% | -27.6% | -29.4% |
| YTD | -41.9% | +5.6% | -47.6% | -47.0% |
| 1Y | -37.0% | +10.8% | -47.8% | -46.4% |
| 3Y | +892.4% | +77.8% | +814.6% | +289.7% |
| All | +892.4% | +76.8% | +815.6% | +289.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling