+468.7%
APD vs XYL
+449.8%
+19.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | 0.0% |
| 7D | -2.2% | -5.0% | +2.8% | +0.1% |
| 30D | +2.1% | -13.2% | +15.3% | +8.7% |
| 3M | +7.2% | -3.7% | +10.9% | +8.4% |
| 6M | +11.2% | -17.7% | +28.9% | +20.4% |
| YTD | +24.4% | -21.5% | +45.9% | +36.8% |
| 1Y | +6.7% | -24.5% | +31.2% | +19.5% |
| 3Y | +9.2% | +6.9% | +2.3% | +1.9% |
| 5Y | +27.4% | -18.1% | +45.4% | +31.5% |
| 10Y | +164.8% | +134.7% | +30.1% | +66.0% |
| All | +468.7% | +449.8% | +19.0% | +162.9% |
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