+943.2%
XBI vs APA
-16.9%
+960.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.5% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | +2.9% | +15.7% | -12.8% | -0.4% |
| 3M | +26.2% | +16.5% | +9.8% | +21.4% |
| 6M | +30.7% | +35.1% | -4.4% | +20.3% |
| YTD | +32.9% | +82.2% | -49.3% | +13.9% |
| 1Y | +72.3% | +102.5% | -30.2% | +43.1% |
| 3Y | +107.2% | +10.3% | +96.9% | +90.0% |
| 5Y | +23.2% | +166.1% | -143.0% | -12.7% |
| 10Y | +158.5% | -4.9% | +163.4% | +88.2% |
| All | +943.2% | -16.9% | +960.1% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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