+40.4%
XLB vs APA
+24.2%
+16.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.0% |
| 7D | -1.5% | -15.5% | +14.0% | +0.3% |
| 30D | +6.1% | +2.4% | +3.7% | +5.5% |
| 3M | 0.0% | +22.8% | -22.8% | -2.9% |
| 6M | 0.0% | +17.9% | -18.0% | -2.9% |
| YTD | +16.0% | +87.7% | -71.7% | +2.3% |
| 1Y | +24.7% | +94.2% | -69.5% | +9.0% |
| 3Y | +40.4% | +27.2% | +13.1% | +26.7% |
| All | +40.4% | +24.2% | +16.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling