+498.9%
APD vs XYL
+394.7%
+104.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | -1.2% | -5.9% | +4.7% | +1.5% |
| 30D | +11.0% | -7.3% | +18.3% | +13.7% |
| 3M | +2.6% | -22.5% | +25.1% | +13.6% |
| 6M | +4.8% | -14.4% | +19.3% | +10.5% |
| YTD | +31.0% | -29.4% | +60.4% | +49.3% |
| 1Y | +23.4% | -35.6% | +59.0% | +46.9% |
| 3Y | +28.4% | +0.3% | +28.1% | +21.9% |
| 5Y | +15.2% | -22.3% | +37.5% | +20.6% |
| 10Y | +190.7% | +103.2% | +87.5% | +91.9% |
| All | +498.9% | +394.7% | +104.2% | +186.9% |
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