+16.0%
AA vs APA
+107.6%
-91.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.6% | +3.1% |
| 7D | +0.9% | -13.0% | +13.9% | +1.6% |
| 30D | -6.4% | +2.0% | -8.4% | -7.0% |
| 3M | -13.0% | +24.9% | -37.9% | -14.6% |
| 6M | -34.6% | +7.2% | -41.8% | -35.6% |
| YTD | -23.0% | +87.1% | -110.1% | -27.4% |
| 1Y | +16.0% | +107.2% | -91.2% | +4.9% |
| All | +16.0% | +107.6% | -91.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling