-55.4%
APP vs XYL
-30.7%
-24.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.0% | +5.7% | +10.2% |
| 7D | +4.5% | +14.5% | -10.0% | +3.6% |
| 30D | -3.6% | -1.3% | -2.3% | -3.9% |
| 3M | -35.3% | -17.0% | -18.3% | -33.5% |
| 6M | -42.8% | -11.3% | -31.5% | -42.1% |
| YTD | -59.7% | -25.0% | -34.7% | -60.7% |
| 1Y | -55.4% | -31.5% | -23.8% | -51.0% |
| All | -55.4% | -30.7% | -24.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling