+32.9%
XLV vs APA
+107.6%
-74.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.9% | +9.9% | +2.8% |
| 7D | +5.5% | -13.0% | +18.5% | +5.0% |
| 30D | +13.3% | +2.0% | +11.3% | +13.4% |
| 3M | +17.4% | +24.9% | -7.5% | +18.2% |
| 6M | +32.1% | +7.2% | +25.0% | +32.1% |
| YTD | +24.0% | +87.1% | -63.1% | +23.2% |
| 1Y | +32.9% | +107.2% | -74.3% | +32.4% |
| All | +32.9% | +107.6% | -74.7% | +32.4% |
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