+391.7%
APP vs XLK
+174.0%
+217.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.2% |
| 7D | +0.9% | +0.9% | 0.0% | -0.5% |
| 30D | -23.3% | +0.7% | -24.0% | -24.3% |
| 3M | -42.6% | -2.9% | -39.7% | -41.7% |
| 6M | -33.6% | +34.3% | -67.9% | -59.6% |
| YTD | -52.4% | +30.4% | -82.8% | -69.0% |
| 1Y | -35.9% | +43.4% | -79.2% | -63.8% |
| 3Y | +642.2% | +116.8% | +525.4% | +136.3% |
| 5Y | +311.1% | +144.0% | +167.0% | +15.7% |
| All | +391.7% | +174.0% | +217.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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