+53.6%
AA vs APA
+0.9%
+52.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +4.8% | -8.7% | +13.6% | +8.7% |
| 30D | -0.6% | -2.4% | +1.8% | -0.3% |
| 3M | -16.3% | +19.0% | -35.3% | -23.4% |
| 6M | -33.4% | +26.8% | -60.2% | -41.4% |
| YTD | -20.7% | +87.3% | -108.0% | -42.9% |
| 1Y | +12.9% | +92.3% | -79.4% | -20.0% |
| 3Y | +75.7% | +37.3% | +38.5% | +38.2% |
| 5Y | -6.8% | +73.2% | -80.0% | -35.7% |
| 10Y | +53.6% | -0.9% | +54.5% | -11.3% |
| All | +53.6% | +0.9% | +52.8% | -11.3% |
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