+475.5%
APD vs XYL
+408.9%
+66.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | -3.7% | +5.9% | -9.5% | -6.2% |
| 30D | +9.6% | -3.9% | +13.5% | +10.5% |
| 3M | +1.6% | -18.7% | +20.3% | +10.2% |
| 6M | +2.2% | -16.9% | +19.0% | +9.2% |
| YTD | +25.9% | -27.4% | +53.2% | +41.8% |
| 1Y | +20.1% | -34.0% | +54.2% | +41.6% |
| 3Y | +12.4% | +5.6% | +6.8% | +4.3% |
| 5Y | +11.1% | -20.6% | +31.7% | +15.2% |
| 10Y | +190.1% | +133.4% | +56.7% | +81.4% |
| All | +475.5% | +408.9% | +66.6% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling