+367.9%
APP vs XLY
+31.5%
+336.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -0.2% |
| 7D | -4.4% | -2.1% | -2.3% | -1.4% |
| 30D | -10.0% | -6.0% | -4.0% | -1.2% |
| 3M | -41.4% | -2.7% | -38.7% | -38.9% |
| 6M | -41.0% | -1.5% | -39.6% | -40.0% |
| YTD | -54.7% | -5.4% | -49.3% | -50.4% |
| 1Y | -45.3% | -3.8% | -41.5% | -42.2% |
| 3Y | +624.3% | +36.6% | +587.7% | +360.6% |
| 5Y | +329.1% | +27.4% | +301.8% | +221.2% |
| All | +367.9% | +31.5% | +336.4% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling