+528.8%
APP vs XLF
+80.7%
+448.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.0% |
| 7D | +79.2% | +0.7% | +78.4% | +75.9% |
| 30D | +48.0% | +6.0% | +42.0% | +35.9% |
| 3M | +18.2% | +1.0% | +17.2% | +15.3% |
| 6M | -12.5% | +14.0% | -26.5% | -27.3% |
| YTD | -39.2% | +7.2% | -46.3% | -44.9% |
| 1Y | -33.9% | +11.6% | -45.5% | -43.2% |
| 3Y | +933.3% | +81.2% | +852.1% | +390.8% |
| 5Y | +295.9% | +57.9% | +238.0% | +113.1% |
| All | +528.8% | +80.7% | +448.1% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling