+378.5%
APP vs XLV
+52.9%
+325.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +2.6% |
| 30D | -10.0% | +0.9% | -10.9% | -11.1% |
| 3M | -44.6% | +10.0% | -54.6% | -50.3% |
| 6M | -37.9% | +10.4% | -48.2% | -44.6% |
| YTD | -53.7% | +8.9% | -62.6% | -58.6% |
| 1Y | -43.0% | +23.4% | -66.3% | -57.0% |
| 3Y | +640.8% | +33.1% | +607.7% | +376.7% |
| 5Y | +358.8% | +33.3% | +325.6% | +192.4% |
| All | +378.5% | +52.9% | +325.7% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling