+391.7%
APP vs XYL
+4.7%
+387.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +3.9% |
| 7D | +0.9% | -5.0% | +5.9% | +5.1% |
| 30D | -23.3% | -13.2% | -10.1% | -13.9% |
| 3M | -42.6% | -3.7% | -38.9% | -41.8% |
| 6M | -33.6% | -17.7% | -15.9% | -23.5% |
| YTD | -52.4% | -21.5% | -30.9% | -43.7% |
| 1Y | -35.9% | -24.5% | -11.4% | -21.5% |
| 3Y | +642.2% | +6.9% | +635.3% | +546.1% |
| 5Y | +311.1% | -18.1% | +329.2% | +245.2% |
| All | +391.7% | +4.7% | +387.0% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling