-55.4%
APP vs XLY
+3.2%
-58.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +5.0% |
| 7D | +4.5% | +6.1% | -1.5% | -3.1% |
| 30D | -3.6% | +10.8% | -14.4% | -15.5% |
| 3M | -35.3% | +3.6% | -38.9% | -38.0% |
| 6M | -42.8% | +4.4% | -47.1% | -45.6% |
| YTD | -59.7% | +3.1% | -62.8% | -60.0% |
| 1Y | -55.4% | +3.6% | -58.9% | -55.7% |
| All | -55.4% | +3.2% | -58.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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