+114.2%
APA vs A
+13.9%
+100.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.8% |
| 7D | +0.3% | -4.4% | +4.7% | -0.2% |
| 30D | +9.3% | -2.7% | +12.0% | +9.0% |
| 3M | +23.3% | +7.0% | +16.3% | +25.1% |
| 6M | +39.5% | +24.6% | +14.9% | +45.1% |
| YTD | +87.6% | +7.0% | +80.6% | +98.2% |
| 1Y | +114.2% | +15.6% | +98.7% | +120.7% |
| All | +114.2% | +13.9% | +100.3% | +120.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling