+234.1%
ABT vs APA
+8.7%
+225.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.1% |
| 7D | -1.3% | +8.5% | -9.8% | -1.7% |
| 30D | +6.0% | +2.8% | +3.3% | +5.8% |
| 3M | -1.9% | +21.7% | -23.6% | -3.2% |
| 6M | +31.2% | +32.6% | -1.4% | +28.6% |
| YTD | -11.2% | +103.7% | -114.9% | -15.6% |
| 1Y | -14.0% | +101.8% | -115.8% | -18.2% |
| 3Y | +20.7% | +48.1% | -27.4% | +15.5% |
| 5Y | -6.7% | +91.9% | -98.6% | -13.5% |
| All | +234.1% | +8.7% | +225.4% | +193.7% |
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