+820.5%
XLB vs APD
+1,520.6%
-700.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -0.1% |
| 30D | -0.4% | +2.1% | -2.5% | -1.7% |
| 3M | +2.0% | +7.2% | -5.2% | -2.7% |
| 6M | +1.8% | +11.2% | -9.4% | -5.3% |
| YTD | +16.6% | +24.4% | -7.8% | +0.8% |
| 1Y | +16.9% | +6.7% | +10.3% | +10.0% |
| 3Y | +32.6% | +9.2% | +23.3% | +18.2% |
| 5Y | +35.6% | +27.4% | +8.3% | +8.3% |
| 10Y | +160.0% | +164.8% | -4.8% | +28.0% |
| All | +820.5% | +1,520.6% | -700.1% | +59.2% |
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