+528.0%
XRT vs APA
+5.4%
+522.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.3% |
| 7D | +0.9% | -15.5% | +16.4% | +4.3% |
| 30D | +7.9% | +2.4% | +5.6% | +7.0% |
| 3M | -0.2% | +22.8% | -23.0% | -5.4% |
| 6M | +5.6% | +17.9% | -12.4% | +0.1% |
| YTD | +5.7% | +87.7% | -82.0% | -11.0% |
| 1Y | +14.6% | +94.2% | -79.6% | -4.4% |
| 3Y | +50.7% | +27.2% | +23.5% | +33.1% |
| 5Y | -4.8% | +74.1% | -79.0% | -25.3% |
| 10Y | +152.6% | +2.6% | +150.0% | +79.0% |
| All | +528.0% | +5.4% | +522.6% | +285.7% |
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