+1,477.5%
XLK vs APA
+565.6%
+911.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | -0.1% | +15.7% | -15.8% | -2.6% |
| 3M | +2.1% | +16.5% | -14.3% | -1.1% |
| 6M | +37.2% | +35.1% | +2.1% | +28.4% |
| YTD | +30.8% | +82.2% | -51.4% | +15.8% |
| 1Y | +42.6% | +102.5% | -59.8% | +23.2% |
| 3Y | +121.8% | +10.3% | +111.5% | +106.8% |
| 5Y | +145.7% | +166.1% | -20.4% | +89.0% |
| 10Y | +782.1% | -4.9% | +787.0% | +575.6% |
| All | +1,477.5% | +565.6% | +911.9% | +996.0% |
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 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