-4.7%
XRT vs APA
+71.7%
-76.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.2% |
| 7D | +0.9% | -15.5% | +16.4% | +3.5% |
| 30D | +7.9% | +2.4% | +5.6% | +7.1% |
| 3M | -0.2% | +22.8% | -23.0% | -4.4% |
| 6M | +5.6% | +17.9% | -12.4% | +1.2% |
| YTD | +5.7% | +87.7% | -82.0% | -9.5% |
| 1Y | +14.6% | +94.2% | -79.6% | -2.8% |
| 3Y | +50.7% | +27.2% | +23.5% | +34.8% |
| All | -4.7% | +71.7% | -76.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling