+506.6%
APP vs XRT
+7.6%
+499.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.1% |
| 7D | +61.1% | +4.1% | +57.0% | +53.0% |
| 30D | +42.8% | +9.9% | +32.8% | +27.2% |
| 3M | +16.7% | +2.3% | +14.4% | +12.5% |
| 6M | -15.6% | +9.6% | -25.2% | -24.7% |
| YTD | -41.3% | +9.1% | -50.4% | -47.7% |
| 1Y | -39.3% | +16.2% | -55.5% | -49.9% |
| 3Y | +803.2% | +60.1% | +743.1% | +398.1% |
| 5Y | +313.2% | -0.5% | +313.6% | +250.1% |
| All | +506.6% | +7.6% | +499.0% | +382.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling