+24.3%
XLP vs APA
+107.6%
-83.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.9% | +10.2% | +3.3% |
| 7D | +5.9% | -13.0% | +18.8% | +5.8% |
| 30D | +13.5% | +2.0% | +11.5% | +13.2% |
| 3M | +8.4% | +24.9% | -16.5% | +8.1% |
| 6M | +11.5% | +7.2% | +4.4% | +11.3% |
| YTD | +20.6% | +87.1% | -66.5% | +15.8% |
| 1Y | +24.3% | +107.2% | -82.9% | +19.7% |
| All | +24.3% | +107.6% | -83.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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