-16.6%
APP vs XYL
-16.5%
0.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +9.7% |
| 7D | +71.2% | +5.9% | +65.3% | +71.3% |
| 30D | +39.1% | -3.9% | +43.0% | +38.5% |
| 3M | +16.5% | -18.7% | +35.2% | +17.3% |
| 6M | -16.6% | -16.9% | +0.3% | -12.9% |
| All | -16.6% | -16.5% | 0.0% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling