+145.0%
ALL vs APA
+71.7%
+73.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.8% |
| 7D | -1.9% | -15.5% | +13.6% | -0.2% |
| 30D | +13.8% | +2.4% | +11.4% | +13.3% |
| 3M | -7.0% | +22.8% | -29.8% | -9.4% |
| 6M | +18.0% | +17.9% | +0.1% | +15.3% |
| YTD | +24.2% | +87.7% | -63.5% | +14.1% |
| 1Y | +31.2% | +94.2% | -63.0% | +19.8% |
| 3Y | +107.5% | +27.2% | +80.3% | +96.9% |
| All | +145.0% | +71.7% | +73.3% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling