+132.3%
AA vs APA
-1.1%
+133.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -3.2% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -1.6% | +9.3% | -10.9% | -5.4% |
| 3M | -29.8% | +23.3% | -53.1% | -36.6% |
| 6M | -16.6% | +39.5% | -56.1% | -30.1% |
| YTD | -4.0% | +87.6% | -91.7% | -30.2% |
| 1Y | +63.5% | +114.2% | -50.7% | +10.7% |
| 3Y | +86.8% | +13.6% | +73.2% | +60.3% |
| 5Y | +12.4% | +175.6% | -163.2% | -35.7% |
| 10Y | +132.3% | -2.6% | +135.0% | +38.0% |
| All | +132.3% | -1.1% | +133.5% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling