+36.5%
XLB vs APA
+156.4%
-119.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -0.4% | +23.4% | -23.8% | -4.0% |
| 3M | +2.0% | +12.7% | -10.7% | -0.5% |
| 6M | +1.8% | +39.4% | -37.6% | -5.6% |
| YTD | +16.6% | +79.0% | -62.4% | +2.5% |
| 1Y | +16.9% | +88.8% | -71.9% | +1.1% |
| 3Y | +32.6% | +6.4% | +26.2% | +23.8% |
| All | +36.5% | +156.4% | -119.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling