+14.9%
XLB vs APA
+96.0%
-81.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | -0.2% | -1.7% | +1.4% | -0.3% |
| 30D | -1.7% | +15.7% | -17.5% | -1.4% |
| 3M | +4.4% | +16.5% | -12.1% | +4.8% |
| 6M | +5.0% | +35.1% | -30.1% | +3.0% |
| YTD | +15.5% | +82.2% | -66.7% | +9.5% |
| 1Y | +14.9% | +102.5% | -87.5% | +8.9% |
| All | +14.9% | +96.0% | -81.0% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling