-55.4%
APP vs XLP
+24.3%
-79.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +13.1% |
| 7D | +4.5% | +5.9% | -1.3% | +9.2% |
| 30D | -3.6% | +13.5% | -17.1% | +7.1% |
| 3M | -35.3% | +8.4% | -43.7% | -31.4% |
| 6M | -42.8% | +11.5% | -54.3% | -36.5% |
| YTD | -59.7% | +20.6% | -80.3% | -48.7% |
| 1Y | -55.4% | +24.3% | -79.7% | -39.8% |
| All | -55.4% | +24.3% | -79.6% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling