+788.5%
XLK vs APA
-2.4%
+790.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.2% | +4.6% | -4.4% | -0.4% |
| 30D | -0.6% | +11.9% | -12.5% | -2.2% |
| 3M | +2.6% | +22.5% | -19.9% | -0.6% |
| 6M | +34.0% | +37.5% | -3.6% | +26.7% |
| YTD | +30.7% | +87.2% | -56.5% | +17.8% |
| 1Y | +39.2% | +101.4% | -62.2% | +23.6% |
| 3Y | +120.4% | +16.9% | +103.5% | +105.7% |
| 5Y | +148.8% | +178.4% | -29.6% | +101.2% |
| All | +788.5% | -2.4% | +790.8% | +589.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling