+816.1%
XLB vs APA
+585.6%
+230.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.4% |
| 7D | -1.5% | -15.5% | +14.0% | +2.4% |
| 30D | +6.1% | +2.4% | +3.7% | +5.1% |
| 3M | 0.0% | +22.8% | -22.8% | -5.6% |
| 6M | 0.0% | +17.9% | -18.0% | -5.6% |
| YTD | +16.0% | +87.7% | -71.7% | -3.9% |
| 1Y | +24.7% | +94.2% | -69.5% | +2.2% |
| 3Y | +40.4% | +27.2% | +13.1% | +22.4% |
| 5Y | +30.7% | +74.1% | -43.5% | -0.8% |
| 10Y | +173.3% | +2.6% | +170.6% | +82.1% |
| All | +816.1% | +585.6% | +230.5% | +329.3% |
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