+91.8%
XLK vs APH
+282.1%
-190.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.7% |
| 7D | -4.3% | -5.0% | +0.7% | -2.2% |
| 30D | -15.0% | -8.4% | -6.7% | -11.9% |
| 3M | -9.2% | -4.5% | -4.7% | -8.0% |
| 6M | -3.5% | +25.3% | -28.8% | -14.2% |
| YTD | +17.7% | +18.9% | -1.2% | +2.8% |
| 1Y | +14.9% | +11.9% | +3.0% | +3.7% |
| 3Y | +91.8% | +278.0% | -186.2% | -22.0% |
| All | +91.8% | +282.1% | -190.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling