-25.8%
APA vs XYL
+394.7%
-420.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.6% |
| 7D | +5.1% | -5.9% | +10.9% | +8.7% |
| 30D | +0.3% | -7.3% | +7.6% | +2.9% |
| 3M | +15.6% | -22.5% | +38.1% | +31.8% |
| 6M | +28.9% | -14.4% | +43.3% | +36.2% |
| YTD | +96.6% | -29.4% | +125.9% | +130.6% |
| 1Y | +95.5% | -35.6% | +131.1% | +143.5% |
| 3Y | +41.8% | +0.3% | +41.6% | +28.7% |
| 5Y | +85.4% | -22.3% | +107.8% | +93.3% |
| 10Y | +4.5% | +103.2% | -98.7% | -39.3% |
| All | -25.8% | +394.7% | -420.6% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling