+8.3%
APA vs XYL
+14.7%
-6.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.6% |
| 7D | +0.5% | -5.0% | +5.6% | +2.1% |
| 30D | +23.4% | -13.2% | +36.6% | +28.8% |
| 3M | +12.7% | -3.7% | +16.4% | +12.7% |
| 6M | +39.4% | -17.7% | +57.1% | +48.3% |
| YTD | +79.0% | -21.5% | +100.5% | +93.3% |
| 1Y | +88.8% | -24.5% | +113.3% | +107.7% |
| All | +8.3% | +14.7% | -6.4% | -1.2% |
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