-0.9%
APA vs A
+328.7%
-329.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.7% |
| 7D | -8.7% | +4.8% | -13.5% | -10.9% |
| 30D | -2.4% | +5.6% | -8.1% | -5.3% |
| 3M | +19.0% | +23.6% | -4.6% | +5.8% |
| 6M | +26.8% | +56.4% | -29.6% | -2.5% |
| YTD | +87.3% | +33.4% | +53.9% | +54.8% |
| 1Y | +92.3% | +23.7% | +68.6% | +65.5% |
| 3Y | +37.3% | +71.0% | -33.7% | -7.2% |
| 5Y | +73.2% | +16.8% | +56.4% | +44.3% |
| 10Y | -0.9% | +323.8% | -324.6% | -55.5% |
| All | -0.9% | +328.7% | -329.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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