+291.9%
AA vs APA
+815.8%
-523.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +5.0% | +23.4% | -18.4% | -3.9% |
| 3M | -35.8% | +12.7% | -48.5% | -39.5% |
| 6M | -18.4% | +39.4% | -57.8% | -30.9% |
| YTD | -5.5% | +79.0% | -84.4% | -28.4% |
| 1Y | +61.0% | +88.8% | -27.9% | +17.9% |
| 3Y | +66.2% | +6.4% | +59.9% | +48.7% |
| 5Y | +11.4% | +153.0% | -141.6% | -31.7% |
| 10Y | +116.9% | +7.5% | +109.3% | +38.8% |
| All | +291.9% | +815.8% | -523.9% | +117.2% |
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