-55.4%
APP vs XRT
+18.0%
-73.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.1% | +6.5% |
| 7D | +4.5% | +8.0% | -3.5% | -1.4% |
| 30D | -3.6% | +13.0% | -16.6% | -12.0% |
| 3M | -35.3% | +1.7% | -36.9% | -36.3% |
| 6M | -42.8% | +12.6% | -55.4% | -47.0% |
| YTD | -59.7% | +10.7% | -70.3% | -62.6% |
| 1Y | -55.4% | +18.4% | -73.7% | -58.5% |
| All | -55.4% | +18.0% | -73.3% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling