+561.3%
XLP vs APA
+567.9%
-6.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +3.5% | -15.6% | +19.1% | +4.9% |
| 30D | +11.6% | -0.9% | +12.5% | +11.5% |
| 3M | +7.6% | +26.1% | -18.4% | +5.2% |
| 6M | +10.0% | +6.1% | +3.9% | +8.9% |
| YTD | +19.7% | +82.8% | -63.1% | +12.6% |
| 1Y | +23.5% | +106.5% | -83.0% | +14.7% |
| 3Y | +44.0% | +21.9% | +22.1% | +37.7% |
| 5Y | +42.7% | +69.7% | -27.0% | +29.4% |
| 10Y | +131.3% | 0.0% | +131.3% | +99.2% |
| All | +561.3% | +567.9% | -6.6% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling