+23.2%
APD vs XYL
-35.2%
+58.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | +11.0% | -5.7% | +16.7% | +11.3% |
| 3M | +1.3% | -19.8% | +21.1% | +3.6% |
| 6M | +6.4% | -14.2% | +20.5% | +7.7% |
| YTD | +28.9% | -28.1% | +57.0% | +32.9% |
| 1Y | +23.2% | -35.0% | +58.2% | +35.4% |
| All | +23.2% | -35.2% | +58.4% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling