+788.5%
XLK vs APD
+166.7%
+621.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +0.2% | -3.3% | +3.5% | +1.7% |
| 30D | -0.6% | -4.2% | +3.5% | +1.2% |
| 3M | +2.6% | +5.4% | -2.9% | -0.5% |
| 6M | +34.0% | +6.3% | +27.7% | +28.9% |
| YTD | +30.7% | +20.3% | +10.3% | +17.9% |
| 1Y | +39.2% | +1.6% | +37.6% | +35.2% |
| 3Y | +120.4% | +4.0% | +116.4% | +104.4% |
| 5Y | +148.8% | +23.3% | +125.5% | +103.3% |
| All | +788.5% | +166.7% | +621.8% | +344.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling