+869.9%
XBI vs APD
+818.2%
+51.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +3.8% | -4.9% | -2.9% |
| 30D | +2.6% | +8.2% | -5.6% | -1.2% |
| 3M | -4.0% | +4.3% | -8.3% | -6.1% |
| 6M | +10.9% | +4.7% | +6.2% | +7.7% |
| YTD | +23.6% | +31.5% | -8.0% | +6.4% |
| 1Y | +35.1% | +23.5% | +11.6% | +19.4% |
| 3Y | +125.2% | +29.1% | +96.1% | +88.3% |
| 5Y | +19.7% | +15.9% | +3.8% | +3.4% |
| 10Y | +130.6% | +191.9% | -61.4% | +13.9% |
| All | +869.9% | +818.2% | +51.7% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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