+316.8%
APP vs XLP
+54.0%
+262.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.2% |
| 7D | +4.5% | +5.9% | -1.3% | +1.8% |
| 30D | -3.6% | +13.5% | -17.1% | -9.3% |
| 3M | -35.3% | +8.4% | -43.7% | -37.7% |
| 6M | -42.8% | +11.5% | -54.3% | -46.0% |
| YTD | -59.7% | +20.6% | -80.3% | -64.6% |
| 1Y | -55.4% | +24.3% | -79.7% | -61.9% |
| 3Y | +592.0% | +45.1% | +546.9% | +394.2% |
| 5Y | +175.7% | +44.6% | +131.1% | +108.1% |
| All | +316.8% | +54.0% | +262.8% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling