+62.8%
APA vs AS
+137.8%
-75.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | -5.5% | +4.5% | -10.0% | -5.9% |
| 30D | -1.2% | +13.2% | -14.4% | -2.2% |
| 3M | +10.6% | -11.9% | +22.5% | +11.9% |
| 6M | +28.4% | -11.6% | +40.0% | +29.6% |
| YTD | +89.7% | -14.7% | +104.4% | +91.4% |
| 1Y | +90.6% | +5.7% | +84.9% | +82.9% |
| All | +62.8% | +137.8% | -75.0% | +36.1% |
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