+528.8%
APP vs XRT
+8.0%
+520.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +0.9% |
| 7D | +79.2% | +2.5% | +76.7% | +72.8% |
| 30D | +48.0% | +10.3% | +37.7% | +31.3% |
| 3M | +18.2% | +2.4% | +15.8% | +13.9% |
| 6M | -12.5% | +10.0% | -22.5% | -22.2% |
| YTD | -39.2% | +9.5% | -48.7% | -46.0% |
| 1Y | -33.9% | +17.2% | -51.0% | -45.9% |
| 3Y | +933.3% | +62.0% | +871.3% | +462.3% |
| 5Y | +295.9% | -2.1% | +298.0% | +236.8% |
| All | +528.8% | +8.0% | +520.8% | +397.9% |
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