+892.4%
APP vs XRT
+49.6%
+842.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.3% |
| 7D | +71.2% | +0.9% | +70.3% | +68.0% |
| 30D | +39.1% | +7.9% | +31.1% | +28.1% |
| 3M | +16.5% | -0.2% | +16.7% | +15.4% |
| 6M | -16.6% | +5.6% | -22.1% | -21.5% |
| YTD | -41.9% | +5.7% | -47.6% | -45.7% |
| 1Y | -37.0% | +14.6% | -51.6% | -45.6% |
| 3Y | +892.4% | +50.7% | +841.8% | +571.6% |
| All | +892.4% | +49.6% | +842.9% | +571.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling