+548.6%
XRT vs APD
+781.8%
-233.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +4.1% | -0.2% | +4.3% | +4.3% |
| 30D | +9.9% | +11.0% | -1.1% | +4.2% |
| 3M | +2.3% | +1.3% | +0.9% | +1.5% |
| 6M | +9.6% | +6.4% | +3.2% | +5.2% |
| YTD | +9.1% | +28.9% | -19.8% | -6.1% |
| 1Y | +16.2% | +23.2% | -7.0% | +2.0% |
| 3Y | +60.1% | +26.3% | +33.7% | +33.7% |
| 5Y | -0.5% | +12.0% | -12.5% | -13.1% |
| 10Y | +145.1% | +183.2% | -38.0% | +18.2% |
| All | +548.6% | +781.8% | -233.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling