+154.8%
APA vs A
-12.8%
+167.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.5% | -1.9% | +2.5% | +1.2% |
| 30D | +23.4% | +6.9% | +16.5% | +20.5% |
| 3M | +12.7% | +9.2% | +3.5% | +8.8% |
| 6M | +39.4% | +25.7% | +13.7% | +26.0% |
| YTD | +79.0% | +11.5% | +67.4% | +69.7% |
| 1Y | +88.8% | +18.4% | +70.5% | +73.2% |
| 3Y | +6.4% | +26.6% | -20.2% | -8.9% |
| All | +154.8% | -12.8% | +167.6% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling