+33.9%
AAPL vs XLB
+17.4%
+16.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +2.9% | +2.0% | +0.9% | +2.1% |
| 6M | +22.1% | +1.8% | +20.3% | +20.7% |
| YTD | +18.0% | +16.6% | +1.4% | +12.2% |
| 1Y | +33.9% | +16.9% | +17.0% | +26.1% |
| All | +33.9% | +17.4% | +16.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling