-35.9%
APP vs XLV
+27.5%
-63.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +1.9% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -23.3% | +4.4% | -27.7% | -22.0% |
| 3M | -42.6% | +13.2% | -55.9% | -39.7% |
| 6M | -33.6% | +10.1% | -43.7% | -32.4% |
| YTD | -52.4% | +11.7% | -64.1% | -50.8% |
| 1Y | -35.9% | +26.9% | -62.8% | -31.5% |
| All | -35.9% | +27.5% | -63.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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