+750.8%
APD vs XME
+242.3%
+508.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | +6.0% | -3.9% | -0.6% |
| 3M | +7.2% | -7.7% | +14.9% | +9.6% |
| 6M | +11.2% | +1.0% | +10.3% | +8.7% |
| YTD | +24.4% | +14.6% | +9.8% | +14.2% |
| 1Y | +6.7% | +46.0% | -39.3% | -12.4% |
| 3Y | +9.2% | +127.0% | -117.8% | -27.0% |
| 5Y | +27.4% | +175.8% | -148.5% | -24.6% |
| 10Y | +164.8% | +414.6% | -249.8% | +9.6% |
| All | +750.8% | +242.3% | +508.5% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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