+298.1%
APP vs XME
+108.0%
+190.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +5.0% |
| 7D | +4.6% | +0.3% | +4.3% | +4.4% |
| 30D | +56.0% | -6.1% | +62.2% | +61.5% |
| 3M | +30.8% | -18.6% | +49.5% | +48.5% |
| 6M | -9.8% | -23.9% | +14.1% | +6.2% |
| YTD | -39.3% | -9.3% | -29.9% | -37.6% |
| 1Y | -26.4% | +1.8% | -28.2% | -30.7% |
| 3Y | +887.9% | +93.0% | +794.9% | +458.5% |
| All | +298.1% | +108.0% | +190.1% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling