+1,331.5%
XLK vs APD
+1,613.8%
-282.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +3.4% | +3.8% | -0.5% | +1.8% |
| 30D | -10.6% | +8.2% | -18.8% | -13.5% |
| 3M | -10.6% | +4.3% | -14.9% | -12.4% |
| 6M | -3.5% | +4.7% | -8.2% | -6.1% |
| YTD | +18.7% | +31.5% | -12.8% | +4.2% |
| 1Y | +19.4% | +23.5% | -4.1% | +7.2% |
| 3Y | +94.5% | +29.1% | +65.3% | +66.0% |
| 5Y | +111.2% | +15.9% | +95.3% | +86.1% |
| 10Y | +707.2% | +191.9% | +515.3% | +372.1% |
| All | +1,331.5% | +1,613.8% | -282.3% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling