+446.2%
APP vs XRT
+6.0%
+440.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.9% | +34.1% |
| 7D | +39.7% | +2.3% | +37.4% | +35.1% |
| 30D | +27.7% | +9.8% | +17.9% | +14.1% |
| 3M | -14.8% | -0.2% | -14.6% | -15.1% |
| 6M | -25.5% | +8.4% | -33.9% | -32.8% |
| YTD | -47.2% | +7.5% | -54.7% | -52.1% |
| 1Y | -42.3% | +13.2% | -55.5% | -50.9% |
| 3Y | +806.8% | +52.0% | +754.8% | +432.4% |
| 5Y | +261.6% | -3.2% | +264.8% | +213.6% |
| All | +446.2% | +6.0% | +440.2% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling