+500.0%
APP vs XME
+139.6%
+360.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +7.8% |
| 7D | +71.2% | -4.5% | +75.7% | +74.6% |
| 30D | +39.1% | -10.9% | +49.9% | +48.4% |
| 3M | +16.5% | -15.3% | +31.8% | +27.4% |
| 6M | -16.6% | -24.6% | +8.1% | -2.5% |
| YTD | -41.9% | -9.6% | -32.3% | -40.1% |
| 1Y | -37.0% | +2.9% | -39.9% | -40.4% |
| 3Y | +892.4% | +86.9% | +805.5% | +521.5% |
| 5Y | +297.3% | +115.2% | +182.1% | +137.0% |
| All | +500.0% | +139.6% | +360.5% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling