+48.1%
APA vs CAPR
+239.1%
-191.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.6% | +1.8% |
| 7D | +8.5% | +5.9% | +2.6% | +8.3% |
| 30D | +2.8% | +44.6% | -41.8% | +1.9% |
| 3M | +21.7% | +126.4% | -104.7% | +18.9% |
| 6M | +32.6% | -68.6% | +101.2% | +33.5% |
| YTD | +103.7% | -67.0% | +170.7% | +104.5% |
| 1Y | +101.8% | +65.2% | +36.6% | +86.7% |
| 3Y | +48.1% | +235.6% | -187.5% | +16.2% |
| All | +48.1% | +239.1% | -191.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling