+210.9%
AA vs APA
+860.5%
-649.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | +0.9% | -15.5% | +16.4% | +7.5% |
| 30D | -6.7% | +2.4% | -9.1% | -8.2% |
| 3M | -16.3% | +22.8% | -39.1% | -24.0% |
| 6M | -37.1% | +17.9% | -55.1% | -42.6% |
| YTD | -25.0% | +87.7% | -112.7% | -44.8% |
| 1Y | +8.6% | +94.2% | -85.6% | -21.5% |
| 3Y | +57.2% | +27.2% | +30.0% | +30.2% |
| 5Y | -13.0% | +74.1% | -87.2% | -38.4% |
| 10Y | +65.5% | +2.6% | +62.9% | +7.3% |
| All | +210.9% | +860.5% | -649.6% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling