+193.5%
APTV vs XYL
+436.0%
-242.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.5% |
| 7D | +4.8% | -5.0% | +9.9% | +8.6% |
| 30D | +2.0% | -13.2% | +15.2% | +12.6% |
| 3M | -34.2% | -3.7% | -30.5% | -33.1% |
| 6M | -34.7% | -17.7% | -17.0% | -26.1% |
| YTD | -37.0% | -21.5% | -15.5% | -26.7% |
| 1Y | -40.4% | -24.5% | -15.9% | -28.7% |
| 3Y | -54.1% | +6.9% | -61.0% | -57.2% |
| 5Y | -68.0% | -18.1% | -49.9% | -64.8% |
| 10Y | -15.5% | +134.7% | -150.2% | -50.6% |
| All | +193.5% | +436.0% | -242.6% | +13.5% |
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