+527.5%
APP vs XRT
+6.0%
+521.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.5% |
| 7D | +4.6% | +1.7% | +2.8% | +2.7% |
| 30D | +56.0% | +7.5% | +48.5% | +42.5% |
| 3M | +30.8% | +2.2% | +28.7% | +26.1% |
| 6M | -9.8% | +14.7% | -24.5% | -23.3% |
| YTD | -39.3% | +7.5% | -46.8% | -45.0% |
| 1Y | -26.4% | +14.1% | -40.6% | -38.0% |
| 3Y | +887.9% | +58.8% | +829.2% | +448.9% |
| 5Y | +264.1% | -3.9% | +268.0% | +216.2% |
| All | +527.5% | +6.0% | +521.5% | +407.2% |
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