-2.6%
APA vs A
+236.6%
-239.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | +0.3% | -4.4% | +4.7% | +2.6% |
| 30D | +9.3% | -2.7% | +12.0% | +10.5% |
| 3M | +23.3% | +7.0% | +16.3% | +18.0% |
| 6M | +39.5% | +24.6% | +14.9% | +19.8% |
| YTD | +87.6% | +7.0% | +80.6% | +74.7% |
| 1Y | +114.2% | +15.6% | +98.7% | +89.0% |
| 3Y | +13.6% | +29.9% | -16.3% | -10.9% |
| 5Y | +175.6% | -15.4% | +191.0% | +178.0% |
| 10Y | -2.6% | +248.9% | -251.5% | -55.7% |
| All | -2.6% | +236.6% | -239.3% | -55.7% |
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