+513.3%
XRT vs APA
+0.5%
+512.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -4.2% | +23.4% | -27.6% | -8.8% |
| 3M | +5.1% | +12.7% | -7.6% | +1.6% |
| 6M | +2.4% | +39.4% | -37.0% | -6.8% |
| YTD | +3.2% | +79.0% | -75.8% | -11.6% |
| 1Y | +1.5% | +88.8% | -87.3% | -14.8% |
| 3Y | +40.6% | +6.4% | +34.2% | +29.9% |
| 5Y | -1.0% | +153.0% | -154.0% | -28.6% |
| 10Y | +128.4% | +7.5% | +120.9% | +58.9% |
| All | +513.3% | +0.5% | +512.8% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling