+20.7%
XLK vs APD
+36.4%
-15.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | -7.6% | +3.8% | -11.4% | -7.2% |
| 30D | -12.2% | +14.1% | -26.3% | -11.2% |
| 3M | -5.5% | +8.2% | -13.7% | -4.8% |
| 6M | +9.2% | +7.5% | +1.6% | +9.5% |
| YTD | +23.0% | +31.7% | -8.6% | +26.4% |
| 1Y | +20.7% | +35.1% | -14.4% | +25.0% |
| All | +20.7% | +36.4% | -15.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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