+117.5%
XLK vs APA
+11.9%
+105.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -0.5% | +9.6% | -10.1% | -1.4% |
| 3M | +5.0% | +18.0% | -13.0% | +3.1% |
| 6M | +32.9% | +41.9% | -9.0% | +25.6% |
| YTD | +29.0% | +86.3% | -57.4% | +16.1% |
| 1Y | +37.8% | +97.9% | -60.0% | +22.0% |
| All | +117.5% | +11.9% | +105.7% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling