+641.7%
APP vs XLY
+34.0%
+607.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.7% |
| 7D | +0.3% | -3.9% | +4.2% | +6.2% |
| 30D | -1.3% | -6.1% | +4.8% | +8.0% |
| 3M | -36.2% | -1.2% | -35.1% | -35.1% |
| 6M | -34.1% | -1.8% | -32.3% | -32.6% |
| YTD | -53.3% | -5.9% | -47.5% | -48.6% |
| 1Y | -44.5% | -3.1% | -41.4% | -42.0% |
| All | +641.7% | +34.0% | +607.7% | +409.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling