+766.8%
APD vs XHB
+172.9%
+594.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -3.7% | +1.3% | -5.0% | -4.3% |
| 30D | +9.6% | +7.8% | +1.8% | +5.7% |
| 3M | +1.6% | -5.5% | +7.1% | +3.9% |
| 6M | +2.2% | -2.6% | +4.8% | +2.2% |
| YTD | +25.9% | +0.4% | +25.5% | +22.9% |
| 1Y | +20.1% | -1.0% | +21.1% | +18.0% |
| 3Y | +12.4% | +37.3% | -24.9% | -7.9% |
| 5Y | +11.1% | +33.7% | -22.6% | -9.7% |
| 10Y | +190.1% | +256.9% | -66.7% | +42.5% |
| All | +766.8% | +172.9% | +594.0% | +267.6% |
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