+1,472.6%
XLK vs APD
+1,520.6%
-48.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | +0.7% | +2.1% | -1.4% | -0.3% |
| 3M | -2.9% | +7.2% | -10.1% | -6.3% |
| 6M | +34.3% | +11.2% | +23.0% | +27.2% |
| YTD | +30.4% | +24.4% | +6.0% | +17.3% |
| 1Y | +43.4% | +6.7% | +36.7% | +36.5% |
| 3Y | +116.8% | +9.2% | +107.6% | +98.0% |
| 5Y | +144.0% | +27.4% | +116.7% | +106.2% |
| 10Y | +778.8% | +164.8% | +613.9% | +435.6% |
| All | +1,472.6% | +1,520.6% | -48.0% | +406.5% |
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 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