+292.6%
APP vs XRT
-5.3%
+298.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.8% |
| 7D | +71.2% | +0.9% | +70.3% | +67.5% |
| 30D | +39.1% | +7.9% | +31.1% | +25.4% |
| 3M | +16.5% | -0.2% | +16.7% | +15.2% |
| 6M | -16.6% | +5.6% | -22.1% | -23.1% |
| YTD | -41.9% | +5.7% | -47.6% | -46.9% |
| 1Y | -37.0% | +14.6% | -51.6% | -48.1% |
| 3Y | +892.4% | +50.7% | +841.8% | +453.8% |
| All | +292.6% | -5.3% | +298.0% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling