+887.9%
APP vs XLV
+57.1%
+830.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +4.6% | +2.2% | +2.4% | +4.1% |
| 30D | +56.0% | +8.6% | +47.5% | +51.9% |
| 3M | +30.8% | +12.6% | +18.3% | +26.0% |
| 6M | -9.8% | +29.8% | -39.6% | -17.3% |
| YTD | -39.3% | +23.5% | -62.8% | -43.5% |
| 1Y | -26.4% | +25.7% | -52.1% | -32.4% |
| 3Y | +887.9% | +56.3% | +831.6% | +716.3% |
| All | +887.9% | +57.1% | +830.9% | +716.3% |
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