-55.4%
APTV vs XYL
+16.4%
-71.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.9% |
| 30D | -10.6% | -10.8% | +0.2% | -3.3% |
| 3M | -35.0% | -2.5% | -32.5% | -34.8% |
| 6M | -38.9% | -12.2% | -26.7% | -34.1% |
| YTD | -41.5% | -20.1% | -21.4% | -32.8% |
| 1Y | -45.8% | -20.6% | -25.2% | -37.3% |
| All | -55.4% | +16.4% | -71.8% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling