+1,472.6%
XLK vs APH
+39,943.7%
-38,471.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +0.9% | +5.0% | -4.1% | -1.5% |
| 30D | +0.7% | -3.9% | +4.6% | +2.4% |
| 3M | -2.9% | +13.0% | -15.9% | -8.8% |
| 6M | +34.3% | +25.2% | +9.1% | +18.7% |
| YTD | +30.4% | +22.9% | +7.5% | +14.2% |
| 1Y | +43.4% | +47.8% | -4.5% | +14.3% |
| 3Y | +116.8% | +283.0% | -166.2% | +8.8% |
| 5Y | +144.0% | +349.7% | -205.6% | +14.4% |
| 10Y | +778.8% | +1,061.2% | -282.5% | +172.5% |
| All | +1,472.6% | +39,943.7% | -38,471.2% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling