+500.0%
APP vs XLF
+78.1%
+421.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.6% |
| 7D | +71.2% | +1.2% | +70.1% | +66.9% |
| 30D | +39.1% | +6.3% | +32.7% | +26.9% |
| 3M | +16.5% | -0.8% | +17.3% | +16.3% |
| 6M | -16.6% | +11.0% | -27.6% | -28.3% |
| YTD | -41.9% | +5.6% | -47.6% | -46.5% |
| 1Y | -37.0% | +10.8% | -47.8% | -45.5% |
| 3Y | +892.4% | +77.8% | +814.6% | +382.4% |
| 5Y | +297.3% | +55.6% | +241.7% | +117.6% |
| All | +500.0% | +78.1% | +421.9% | +232.3% |
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