-17.6%
APA vs XHB
+173.9%
-191.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.7% |
| 7D | +0.5% | -1.3% | +1.8% | +1.2% |
| 30D | +23.4% | -6.9% | +30.3% | +28.0% |
| 3M | +12.7% | -1.3% | +14.0% | +11.1% |
| 6M | +39.4% | -6.8% | +46.2% | +38.9% |
| YTD | +79.0% | +0.7% | +78.2% | +69.7% |
| 1Y | +88.8% | -11.2% | +100.1% | +92.5% |
| 3Y | +6.4% | +25.3% | -19.0% | -14.3% |
| 5Y | +153.0% | +37.3% | +115.7% | +88.5% |
| 10Y | +7.5% | +211.5% | -204.0% | -46.0% |
| All | -17.6% | +173.9% | -191.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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