+42.9%
APA vs XYL
+0.5%
+42.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.0% |
| 7D | +5.1% | -5.9% | +10.9% | +6.5% |
| 30D | +0.3% | -7.3% | +7.6% | +1.6% |
| 3M | +15.6% | -22.5% | +38.1% | +23.8% |
| 6M | +28.9% | -14.4% | +43.3% | +32.2% |
| YTD | +96.6% | -29.4% | +125.9% | +117.6% |
| 1Y | +95.5% | -35.6% | +131.1% | +128.3% |
| All | +42.9% | +0.5% | +42.3% | +24.0% |
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