+149.1%
XLK vs APH
+349.8%
-200.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +2.3% | +1.6% | +0.7% | +1.4% |
| 30D | +0.8% | -3.0% | +3.8% | +2.3% |
| 3M | +4.1% | +5.7% | -1.7% | +0.2% |
| 6M | +34.8% | +20.0% | +14.8% | +18.5% |
| YTD | +30.8% | +20.8% | +10.0% | +10.2% |
| 1Y | +42.4% | +40.2% | +2.1% | +6.7% |
| 3Y | +121.8% | +288.1% | -166.3% | -29.3% |
| All | +149.1% | +349.8% | -200.8% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling