-5.1%
XLC vs APA
+40.1%
-45.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.6% |
| 7D | -0.8% | +0.5% | -1.4% | -0.8% |
| 30D | +1.0% | +23.4% | -22.4% | +3.8% |
| 3M | -0.7% | +12.7% | -13.4% | +1.0% |
| 6M | -5.1% | +39.4% | -44.6% | +4.9% |
| All | -5.1% | +40.1% | -45.2% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling