+391.7%
APP vs XLF
+80.4%
+311.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | -23.3% | +0.2% | -23.4% | -23.6% |
| 3M | -42.6% | +11.7% | -54.4% | -50.6% |
| 6M | -33.6% | +13.8% | -47.4% | -44.2% |
| YTD | -52.4% | +7.0% | -59.4% | -56.4% |
| 1Y | -35.9% | +9.1% | -45.0% | -42.9% |
| 3Y | +642.2% | +75.6% | +566.6% | +270.0% |
| 5Y | +311.1% | +66.4% | +244.6% | +121.8% |
| All | +391.7% | +80.4% | +311.2% | +170.5% |
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