+641.7%
APP vs XLV
+32.0%
+609.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.7% |
| 30D | -1.3% | -1.4% | +0.1% | -0.9% |
| 3M | -36.2% | +8.9% | -45.1% | -38.3% |
| 6M | -34.1% | +9.1% | -43.2% | -36.4% |
| YTD | -53.3% | +7.9% | -61.3% | -54.9% |
| 1Y | -44.5% | +22.7% | -67.3% | -51.2% |
| All | +641.7% | +32.0% | +609.8% | +507.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling