+123.7%
XRT vs APD
+161.1%
-37.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -0.3% | -2.5% | +2.2% | +0.8% |
| 30D | -5.6% | -1.9% | -3.7% | -4.9% |
| 3M | +2.5% | +8.2% | -5.7% | -1.4% |
| 6M | +3.7% | +10.7% | -7.1% | -1.9% |
| YTD | +1.0% | +22.9% | -22.0% | -9.2% |
| 1Y | -1.2% | +5.8% | -7.0% | -5.4% |
| 3Y | +43.4% | +7.8% | +35.6% | +32.4% |
| 5Y | -0.7% | +26.1% | -26.8% | -17.1% |
| 10Y | +123.7% | +163.7% | -40.0% | +20.1% |
| All | +123.7% | +161.1% | -37.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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