+45.0%
AAPL vs XYL
-21.4%
+66.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +3.8% | +1.2% | +2.6% | +3.7% |
| 30D | +9.9% | -11.9% | +21.9% | +11.9% |
| 3M | +12.5% | -1.5% | +14.0% | +12.6% |
| 6M | +27.6% | -11.9% | +39.5% | +29.7% |
| YTD | +22.6% | -20.6% | +43.1% | +28.0% |
| 1Y | +45.0% | -23.5% | +68.5% | +53.7% |
| All | +45.0% | -21.4% | +66.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling