+756.7%
APD vs XHB
+173.9%
+582.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | +2.1% | -6.9% | +9.0% | +5.3% |
| 3M | +7.2% | -1.3% | +8.4% | +7.0% |
| 6M | +11.2% | -6.8% | +18.0% | +13.2% |
| YTD | +24.4% | +0.7% | +23.7% | +21.6% |
| 1Y | +6.7% | -11.2% | +17.9% | +10.5% |
| 3Y | +9.2% | +25.3% | -16.1% | -6.3% |
| 5Y | +27.4% | +37.3% | -10.0% | +2.3% |
| 10Y | +164.8% | +211.5% | -46.7% | +38.7% |
| All | +756.7% | +173.9% | +582.8% | +263.7% |
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