+892.4%
APP vs XME
+84.7%
+807.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +7.6% |
| 7D | +71.2% | -4.5% | +75.7% | +74.9% |
| 30D | +39.1% | -10.9% | +49.9% | +49.4% |
| 3M | +16.5% | -15.3% | +31.8% | +28.4% |
| 6M | -16.6% | -24.6% | +8.1% | -0.7% |
| YTD | -41.9% | -9.6% | -32.3% | -40.7% |
| 1Y | -37.0% | +2.9% | -39.9% | -42.4% |
| 3Y | +892.4% | +86.9% | +805.5% | +382.0% |
| All | +892.4% | +84.7% | +807.8% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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