+429.4%
XLF vs APD
+1,613.8%
-1,184.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | +3.8% | -1.2% | +0.6% |
| 30D | +7.6% | +8.2% | -0.6% | +3.1% |
| 3M | +1.1% | +4.3% | -3.2% | -1.4% |
| 6M | +15.9% | +4.7% | +11.2% | +12.1% |
| YTD | +8.4% | +31.5% | -23.1% | -8.4% |
| 1Y | +12.5% | +23.5% | -11.0% | -2.1% |
| 3Y | +81.6% | +29.1% | +52.4% | +47.5% |
| 5Y | +59.3% | +15.9% | +43.4% | +33.7% |
| 10Y | +225.4% | +191.9% | +33.5% | +53.5% |
| All | +429.4% | +1,613.8% | -1,184.5% | -0.1% |
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