+48.1%
APA vs ACWI
+74.6%
-26.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +8.5% | +2.4% | +6.1% | +6.8% |
| 30D | +2.8% | -1.7% | +4.4% | +3.7% |
| 3M | +21.7% | -3.9% | +25.6% | +24.6% |
| 6M | +32.6% | +0.8% | +31.8% | +29.7% |
| YTD | +103.7% | +11.0% | +92.7% | +77.1% |
| 1Y | +101.8% | +13.1% | +88.7% | +71.0% |
| 3Y | +48.1% | +73.9% | -25.8% | -31.4% |
| All | +48.1% | +74.6% | -26.5% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling