-6.6%
APA vs CAPR
-76.3%
+69.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | +23.4% | +139.2% | -115.8% | +17.6% |
| 3M | +12.7% | -66.4% | +79.1% | +14.7% |
| 6M | +39.4% | -63.1% | +102.6% | +40.8% |
| YTD | +79.0% | -67.4% | +146.4% | +81.4% |
| 1Y | +88.8% | +58.2% | +30.6% | +58.6% |
| 3Y | +6.4% | +42.2% | -35.9% | -17.7% |
| 5Y | +153.0% | +87.3% | +65.7% | +85.7% |
| All | -6.6% | -76.3% | +69.7% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling