+20.7%
XLK vs APA
+107.6%
-86.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | -0.9% |
| 7D | -7.6% | -13.0% | +5.4% | -9.1% |
| 30D | -12.2% | +2.0% | -14.1% | -11.6% |
| 3M | -5.5% | +24.9% | -30.4% | -1.9% |
| 6M | +9.2% | +7.2% | +2.0% | +11.6% |
| YTD | +23.0% | +87.1% | -64.1% | +29.5% |
| 1Y | +20.7% | +107.2% | -86.5% | +27.6% |
| All | +20.7% | +107.6% | -86.9% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling