+653.5%
APP vs XME
+127.9%
+525.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | +6.0% | -29.3% | -26.7% |
| 3M | -42.6% | -7.7% | -34.9% | -39.6% |
| 6M | -33.6% | +1.0% | -34.6% | -36.0% |
| YTD | -52.4% | +14.6% | -67.1% | -58.4% |
| 1Y | -35.9% | +46.0% | -81.8% | -56.0% |
| All | +653.5% | +127.9% | +525.6% | +219.1% |
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