+2,818.6%
AAPL vs XYL
+389.9%
+2,428.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | -3.7% | +7.9% | +5.8% |
| 30D | +4.0% | -8.3% | +12.3% | +6.8% |
| 3M | +16.8% | -21.4% | +38.2% | +27.7% |
| 6M | +19.4% | -12.9% | +32.3% | +24.3% |
| YTD | +31.5% | -30.1% | +61.6% | +49.4% |
| 1Y | +31.0% | -35.2% | +66.1% | +53.8% |
| 3Y | +95.3% | -0.8% | +96.1% | +87.6% |
| 5Y | +143.4% | -23.2% | +166.6% | +155.2% |
| 10Y | +1,330.5% | +101.2% | +1,229.3% | +904.6% |
| All | +2,818.6% | +389.9% | +2,428.7% | +1,425.6% |
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 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