-1.7%
XLK vs APH
+24.3%
-26.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -11.2% | -8.0% | -3.2% | -8.3% |
| 3M | -6.2% | -5.0% | -1.2% | -4.8% |
| 6M | -1.7% | +29.9% | -31.7% | -10.0% |
| All | -1.7% | +24.3% | -26.1% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling