+90.9%
APA vs AU
+381.3%
-290.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +8.5% | -7.2% | +15.7% | +9.0% |
| 30D | +2.8% | -2.9% | +5.6% | +2.8% |
| 3M | +21.7% | -8.7% | +30.4% | +22.1% |
| 6M | +32.6% | -14.1% | +46.8% | +33.3% |
| YTD | +103.7% | +4.8% | +98.9% | +95.0% |
| 1Y | +101.8% | +11.9% | +89.9% | +90.7% |
| 3Y | +48.1% | +513.8% | -465.8% | -5.5% |
| All | +90.9% | +381.3% | -290.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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