+82.5%
XOP vs APD
+750.8%
-668.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.1% |
| 7D | +2.6% | -2.2% | +4.8% | +4.2% |
| 30D | +15.4% | +2.1% | +13.4% | +13.5% |
| 3M | +12.1% | +7.2% | +4.9% | +5.1% |
| 6M | +19.7% | +11.2% | +8.4% | +8.8% |
| YTD | +52.4% | +24.4% | +28.0% | +26.5% |
| 1Y | +47.6% | +6.7% | +40.9% | +35.6% |
| 3Y | +34.4% | +9.2% | +25.1% | +13.9% |
| 5Y | +154.4% | +27.4% | +127.0% | +81.9% |
| 10Y | +54.7% | +164.8% | -110.1% | -43.7% |
| All | +82.5% | +750.8% | -668.3% | -74.9% |
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