+162.4%
ALL vs APA
+94.1%
+68.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +5.0% | +8.5% | -3.5% | +4.1% |
| 30D | +13.3% | +2.8% | +10.5% | +12.8% |
| 3M | +3.2% | +21.7% | -18.5% | +0.7% |
| 6M | +25.3% | +32.6% | -7.3% | +20.9% |
| YTD | +30.5% | +103.7% | -73.2% | +18.8% |
| 1Y | +29.2% | +101.8% | -72.6% | +17.7% |
| 3Y | +119.1% | +48.1% | +71.1% | +103.6% |
| All | +162.4% | +94.1% | +68.3% | +128.5% |
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