+132.2%
XRT vs APA
+7.0%
+125.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.2% |
| 7D | -0.4% | +9.6% | -10.1% | -2.0% |
| 30D | +7.5% | -0.2% | +7.7% | +7.2% |
| 3M | +2.3% | +19.8% | -17.5% | -1.4% |
| 6M | +12.8% | +30.1% | -17.2% | +6.5% |
| YTD | +7.1% | +100.4% | -93.4% | -7.7% |
| 1Y | +12.3% | +105.2% | -92.9% | -3.8% |
| 3Y | +57.0% | +44.6% | +12.4% | +38.9% |
| 5Y | -4.3% | +88.8% | -93.1% | -21.7% |
| All | +132.2% | +7.0% | +125.3% | +67.3% |
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