+378.5%
APP vs XYZ
-69.5%
+448.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -0.9% |
| 7D | +0.1% | +2.9% | -2.8% | -1.6% |
| 30D | -10.0% | +1.4% | -11.4% | -11.0% |
| 3M | -44.6% | +14.6% | -59.2% | -48.6% |
| 6M | -37.9% | +20.8% | -58.6% | -44.1% |
| YTD | -53.7% | +23.1% | -76.8% | -59.1% |
| 1Y | -43.0% | +5.6% | -48.6% | -46.0% |
| 3Y | +640.8% | +50.9% | +589.9% | +418.0% |
| 5Y | +358.8% | -68.6% | +427.4% | +580.6% |
| All | +378.5% | -69.5% | +448.1% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling