+20.7%
XLK vs APH
+16.5%
+4.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.1% | +2.0% |
| 7D | -7.6% | -2.4% | -5.2% | -7.0% |
| 30D | -12.2% | -9.5% | -2.7% | -9.5% |
| 3M | -5.5% | -7.6% | +2.2% | -3.4% |
| 6M | +9.2% | +12.4% | -3.2% | +5.6% |
| YTD | +23.0% | +17.5% | +5.5% | +11.1% |
| 1Y | +20.7% | +16.4% | +4.3% | +9.1% |
| All | +20.7% | +16.5% | +4.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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