+892.4%
APP vs XYL
+5.2%
+887.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +11.0% |
| 7D | +71.2% | +5.9% | +65.3% | +65.5% |
| 30D | +39.1% | -3.9% | +43.0% | +39.5% |
| 3M | +16.5% | -18.7% | +35.2% | +29.8% |
| 6M | -16.6% | -16.9% | +0.3% | -9.1% |
| YTD | -41.9% | -27.4% | -14.6% | -31.5% |
| 1Y | -37.0% | -34.0% | -3.0% | -18.6% |
| 3Y | +892.4% | +5.6% | +886.8% | +572.0% |
| All | +892.4% | +5.2% | +887.2% | +572.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling