+1,075.5%
XLI vs APA
+644.1%
+431.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +3.8% | +8.5% | -4.8% | +2.0% |
| 30D | +1.0% | +2.8% | -1.7% | +0.2% |
| 3M | -8.9% | +21.7% | -30.6% | -13.1% |
| 6M | -2.3% | +32.6% | -34.9% | -9.2% |
| YTD | +9.7% | +103.7% | -94.0% | -8.3% |
| 1Y | +12.3% | +101.8% | -89.5% | -6.1% |
| 3Y | +71.5% | +48.1% | +23.4% | +47.4% |
| 5Y | +70.2% | +91.9% | -21.7% | +31.3% |
| 10Y | +227.5% | +8.4% | +219.1% | +127.9% |
| All | +1,075.5% | +644.1% | +431.4% | +505.7% |
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