+1,101.4%
XLY vs APD
+1,488.2%
-386.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -2.1% | -4.6% | +2.5% | -0.1% |
| 30D | -6.0% | -4.2% | -1.8% | -4.3% |
| 3M | -2.7% | +5.0% | -7.7% | -5.3% |
| 6M | -1.5% | +8.9% | -10.4% | -6.0% |
| YTD | -5.4% | +21.9% | -27.3% | -14.5% |
| 1Y | -3.8% | +5.6% | -9.4% | -8.0% |
| 3Y | +36.6% | +6.9% | +29.7% | +26.1% |
| 5Y | +27.4% | +25.3% | +2.0% | +8.0% |
| 10Y | +218.2% | +169.1% | +49.1% | +83.8% |
| All | +1,101.4% | +1,488.2% | -386.8% | +214.5% |
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