-4.1%
APA vs XYL
+149.5%
-153.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +0.8% | -1.2% | +2.0% | +1.6% |
| 30D | +9.6% | -13.2% | +22.8% | +19.7% |
| 3M | +18.0% | -0.2% | +18.2% | +16.3% |
| 6M | +41.9% | -12.5% | +54.4% | +50.6% |
| YTD | +86.3% | -20.9% | +107.2% | +109.7% |
| 1Y | +97.9% | -21.6% | +119.4% | +123.1% |
| 3Y | +12.8% | +16.1% | -3.4% | -7.0% |
| 5Y | +177.2% | -15.6% | +192.8% | +184.0% |
| All | -4.1% | +149.5% | -153.6% | -49.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling