+803.3%
APP vs XLP
+43.9%
+759.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.8% | +31.8% | +30.9% |
| 7D | +39.7% | +3.5% | +36.2% | +40.2% |
| 30D | +27.7% | +11.6% | +16.2% | +29.2% |
| 3M | -14.8% | +7.6% | -22.4% | -14.2% |
| 6M | -25.5% | +10.0% | -35.5% | -24.6% |
| YTD | -47.2% | +19.7% | -66.9% | -48.0% |
| 1Y | -42.3% | +23.5% | -65.7% | -44.0% |
| All | +803.3% | +43.9% | +759.4% | +680.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling