+566.3%
XLP vs APD
+1,615.3%
-1,049.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | +5.9% | +3.8% | +2.1% | +4.9% |
| 30D | +13.5% | +14.1% | -0.7% | +9.6% |
| 3M | +8.4% | +8.2% | +0.2% | +6.1% |
| 6M | +11.5% | +7.5% | +4.0% | +9.1% |
| YTD | +20.6% | +31.7% | -11.0% | +11.5% |
| 1Y | +24.3% | +35.1% | -10.8% | +13.7% |
| 3Y | +45.1% | +16.8% | +28.2% | +35.3% |
| 5Y | +44.6% | +19.4% | +25.2% | +32.5% |
| 10Y | +133.1% | +203.5% | -70.4% | +64.2% |
| All | +566.3% | +1,615.3% | -1,049.0% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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