-1.2%
XRT vs APA
+96.0%
-97.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.3% |
| 30D | -5.6% | +15.7% | -21.4% | -4.9% |
| 3M | +2.5% | +16.5% | -13.9% | +3.7% |
| 6M | +3.7% | +35.1% | -31.4% | +2.9% |
| YTD | +1.0% | +82.2% | -81.2% | -2.4% |
| 1Y | -1.2% | +102.5% | -103.7% | -4.4% |
| All | -1.2% | +96.0% | -97.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling