+298.1%
APP vs XYL
-23.3%
+321.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +4.6% | -3.7% | +8.3% | +7.7% |
| 30D | +56.0% | -8.3% | +64.4% | +62.7% |
| 3M | +30.8% | -21.4% | +52.3% | +54.7% |
| 6M | -9.8% | -12.9% | +3.1% | -4.2% |
| YTD | -39.3% | -30.1% | -9.2% | -23.0% |
| 1Y | -26.4% | -35.2% | +8.7% | +0.7% |
| 3Y | +887.9% | -0.8% | +888.7% | +751.8% |
| All | +298.1% | -23.3% | +321.4% | +295.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling