-12.7%
APA vs XHB
+175.2%
-187.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.8% |
| 7D | -5.5% | +1.2% | -6.7% | -6.7% |
| 30D | -1.2% | +8.9% | -10.0% | -6.8% |
| 3M | +10.6% | -4.2% | +14.7% | +11.5% |
| 6M | +28.4% | +1.4% | +27.1% | +22.4% |
| YTD | +89.7% | +1.2% | +88.5% | +77.1% |
| 1Y | +90.6% | -1.3% | +91.9% | +80.1% |
| 3Y | +36.9% | +36.6% | +0.3% | +3.9% |
| 5Y | +83.2% | +34.3% | +49.0% | +36.3% |
| 10Y | -0.1% | +241.1% | -241.2% | -52.5% |
| All | -12.7% | +175.2% | -187.9% | -65.4% |
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