+778.5%
APD vs XME
+184.7%
+593.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | -0.2% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | +10.6% | -7.3% | +17.9% | +13.6% |
| 3M | +2.5% | -14.8% | +17.3% | +8.5% |
| 6M | +6.0% | -18.4% | +24.3% | +12.9% |
| YTD | +28.4% | -4.7% | +33.1% | +26.4% |
| 1Y | +22.2% | +5.7% | +16.4% | +14.8% |
| 3Y | +26.6% | +104.0% | -77.4% | -12.3% |
| 5Y | +11.8% | +122.4% | -110.7% | -27.9% |
| 10Y | +187.8% | +285.4% | -97.6% | +34.3% |
| All | +778.5% | +184.7% | +593.9% | +278.4% |
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