+146.6%
XLK vs APD
+25.2%
+121.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.3% | -4.6% | +6.9% | +3.8% |
| 30D | +0.8% | -4.2% | +5.0% | +2.1% |
| 3M | +4.1% | +5.0% | -0.9% | +2.0% |
| 6M | +34.8% | +8.9% | +25.8% | +30.1% |
| YTD | +30.8% | +21.9% | +8.9% | +21.1% |
| 1Y | +42.4% | +5.6% | +36.8% | +38.3% |
| 3Y | +121.8% | +6.9% | +114.9% | +111.5% |
| 5Y | +146.6% | +25.3% | +121.3% | +95.5% |
| All | +146.6% | +25.2% | +121.4% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling