+896.5%
XLV vs APA
+585.3%
+311.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.7% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | -1.1% | +9.3% | -10.4% | -2.2% |
| 3M | +8.2% | +23.3% | -15.1% | +5.3% |
| 6M | +8.9% | +39.5% | -30.6% | +3.9% |
| YTD | +8.5% | +87.6% | -79.1% | -0.3% |
| 1Y | +22.3% | +114.2% | -91.9% | +10.2% |
| 3Y | +32.6% | +13.6% | +19.1% | +26.1% |
| 5Y | +34.4% | +175.6% | -141.2% | +10.6% |
| 10Y | +175.4% | -2.6% | +178.0% | +125.9% |
| All | +896.5% | +585.3% | +311.2% | +617.1% |
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