+363.8%
ALL vs APA
+0.9%
+362.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | -8.7% | +4.9% | -2.8% |
| 30D | +10.6% | -2.4% | +13.0% | +10.8% |
| 3M | -4.6% | +19.0% | -23.5% | -6.9% |
| 6M | +20.2% | +26.8% | -6.6% | +16.0% |
| YTD | +23.7% | +87.3% | -63.6% | +12.8% |
| 1Y | +27.9% | +92.3% | -64.4% | +16.1% |
| 3Y | +109.2% | +37.3% | +71.9% | +93.4% |
| 5Y | +148.0% | +73.2% | +74.8% | +116.3% |
| 10Y | +363.8% | -0.9% | +364.6% | +266.0% |
| All | +363.8% | +0.9% | +362.9% | +266.0% |
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