-14.0%
APA vs BR
+1,321.0%
-1,334.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -1.2% |
| 7D | +0.5% | -5.3% | +5.8% | +3.8% |
| 30D | +23.4% | +6.4% | +17.0% | +18.9% |
| 3M | +12.7% | +13.6% | -1.0% | +3.3% |
| 6M | +39.4% | -6.7% | +46.1% | +42.3% |
| YTD | +79.0% | -21.1% | +100.0% | +100.5% |
| 1Y | +88.8% | -29.6% | +118.4% | +126.2% |
| 3Y | +6.4% | -2.4% | +8.7% | +1.8% |
| 5Y | +153.0% | +11.2% | +141.7% | +116.5% |
| 10Y | +7.5% | +191.8% | -184.2% | -48.6% |
| All | -14.0% | +1,321.0% | -1,334.9% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling