-4.9%
APA vs CAPR
-77.1%
+72.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.0% |
| 7D | -1.7% | -9.5% | +7.8% | -1.3% |
| 30D | +15.7% | +121.5% | -105.8% | +10.6% |
| 3M | +16.5% | -65.4% | +81.8% | +18.4% |
| 6M | +35.1% | -67.5% | +102.6% | +37.3% |
| YTD | +82.2% | -68.6% | +150.8% | +85.0% |
| 1Y | +102.5% | +42.7% | +59.8% | +71.2% |
| 3Y | +10.3% | +43.4% | -33.1% | -14.8% |
| 5Y | +166.1% | +86.0% | +80.1% | +95.3% |
| 10Y | -4.9% | -77.4% | +72.5% | -43.6% |
| All | -4.9% | -77.1% | +72.2% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling