+142.5%
XLC vs APA
+26.4%
+116.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.8% | +0.5% | -1.4% | -0.9% |
| 30D | +1.0% | +23.4% | -22.4% | -1.5% |
| 3M | -0.7% | +12.7% | -13.4% | -2.4% |
| 6M | -5.1% | +39.4% | -44.6% | -9.8% |
| YTD | -4.3% | +79.0% | -83.2% | -12.0% |
| 1Y | -0.6% | +88.8% | -89.4% | -9.6% |
| 3Y | +72.7% | +6.4% | +66.3% | +64.9% |
| 5Y | +38.0% | +153.0% | -115.0% | +15.5% |
| All | +142.5% | +26.4% | +116.1% | +99.6% |
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