+152.6%
XRT vs APA
+0.9%
+151.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | +2.5% | -8.7% | +11.2% | +3.9% |
| 30D | +10.3% | -2.4% | +12.7% | +10.5% |
| 3M | +2.4% | +19.0% | -16.6% | -1.3% |
| 6M | +10.0% | +26.8% | -16.8% | +4.2% |
| YTD | +9.5% | +87.3% | -77.8% | -4.5% |
| 1Y | +17.2% | +92.3% | -75.1% | +1.5% |
| 3Y | +62.0% | +37.3% | +24.7% | +44.5% |
| 5Y | -2.1% | +73.2% | -75.3% | -18.7% |
| 10Y | +152.6% | -0.9% | +153.4% | +85.5% |
| All | +152.6% | +0.9% | +151.7% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling