+3.9%
AA vs APA
+91.9%
-88.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.5% |
| 7D | +1.2% | -5.5% | +6.8% | +1.4% |
| 30D | -5.0% | -1.2% | -3.9% | -5.3% |
| 3M | -22.2% | +10.6% | -32.8% | -23.0% |
| 6M | -36.3% | +28.4% | -64.8% | -37.5% |
| YTD | -24.2% | +89.7% | -113.9% | -27.1% |
| 1Y | +3.9% | +90.6% | -86.7% | -1.3% |
| All | +3.9% | +91.9% | -88.0% | -1.3% |
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 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