+53.5%
APA vs AS
+120.4%
-66.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.5% |
| 7D | +0.5% | -4.9% | +5.4% | +1.0% |
| 30D | +23.4% | -19.6% | +43.0% | +25.9% |
| 3M | +12.7% | -14.4% | +27.1% | +13.9% |
| 6M | +39.4% | -20.1% | +59.5% | +41.6% |
| YTD | +79.0% | -20.9% | +99.9% | +81.7% |
| 1Y | +88.8% | -21.9% | +110.7% | +91.6% |
| All | +53.5% | +120.4% | -66.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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