+33.6%
XLY vs APA
+12.4%
+21.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.9% |
| 7D | -1.7% | +4.6% | -6.3% | -2.1% |
| 30D | -4.2% | +11.9% | -16.1% | -5.2% |
| 3M | -2.7% | +22.5% | -25.1% | -4.6% |
| 6M | -0.6% | +37.5% | -38.2% | -5.3% |
| YTD | -5.0% | +87.2% | -92.2% | -14.1% |
| 1Y | -4.1% | +101.4% | -105.5% | -14.8% |
| 3Y | +33.6% | +16.9% | +16.7% | +14.2% |
| All | +33.6% | +12.4% | +21.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling