-26.3%
APH vs XYL
-23.4%
-3.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.0% | -43.8% | -44.8% |
| 7D | -48.7% | -6.2% | -42.5% | -45.2% |
| 30D | -51.9% | -13.2% | -38.7% | -46.9% |
| 3M | -43.6% | -3.7% | -39.8% | -42.1% |
| 6M | -37.5% | -17.7% | -19.8% | -30.4% |
| YTD | -38.6% | -21.5% | -17.1% | -30.8% |
| 1Y | -26.3% | -24.5% | -1.8% | -13.6% |
| All | -26.3% | -23.4% | -3.0% | -13.6% |
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