+95.3%
AAPL vs XYL
-0.5%
+95.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | -3.7% | +7.9% | +5.3% |
| 30D | +4.0% | -8.3% | +12.3% | +5.9% |
| 3M | +16.8% | -21.4% | +38.2% | +25.6% |
| 6M | +19.4% | -12.9% | +32.3% | +22.8% |
| YTD | +31.5% | -30.1% | +61.6% | +47.3% |
| 1Y | +31.0% | -35.2% | +66.1% | +52.2% |
| 3Y | +95.3% | -0.8% | +96.1% | +91.6% |
| All | +95.3% | -0.5% | +95.8% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling