+422.3%
XLF vs APD
+1,520.6%
-1,098.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +1.2% |
| 30D | +0.2% | +2.1% | -1.9% | -1.1% |
| 3M | +11.7% | +7.2% | +4.5% | +6.8% |
| 6M | +13.8% | +11.2% | +2.5% | +6.1% |
| YTD | +7.0% | +24.4% | -17.4% | -6.7% |
| 1Y | +9.1% | +6.7% | +2.5% | +2.7% |
| 3Y | +75.6% | +9.2% | +66.4% | +55.8% |
| 5Y | +66.4% | +27.4% | +39.1% | +31.8% |
| 10Y | +250.3% | +164.8% | +85.5% | +74.7% |
| All | +422.3% | +1,520.6% | -1,098.3% | +1.8% |
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