+0.3%
APA vs ACWI
+219.0%
-218.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -15.5% | -2.4% | -13.2% | -12.8% |
| 30D | +2.4% | -5.2% | +7.6% | +10.0% |
| 3M | +22.8% | -4.8% | +27.6% | +30.4% |
| 6M | +17.9% | -1.3% | +19.3% | +16.3% |
| YTD | +87.7% | +8.4% | +79.3% | +54.1% |
| 1Y | +94.2% | +11.0% | +83.2% | +52.8% |
| 3Y | +27.2% | +70.6% | -43.3% | -51.1% |
| 5Y | +74.1% | +55.3% | +18.8% | -20.4% |
| All | +0.3% | +219.0% | -218.7% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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