+56.8%
APA vs AS
+133.7%
-76.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -15.6% | +7.1% | -22.7% | -16.1% |
| 30D | -0.9% | +12.8% | -13.7% | -1.9% |
| 3M | +26.1% | -14.7% | +40.8% | +28.0% |
| 6M | +6.1% | -9.9% | +16.0% | +6.6% |
| YTD | +82.8% | -16.1% | +99.0% | +84.7% |
| 1Y | +106.5% | +0.2% | +106.3% | +99.7% |
| All | +56.8% | +133.7% | -76.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling