+88.8%
APA vs CAPR
+192.6%
-103.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.7% | +10.7% | +2.2% |
| 7D | +9.6% | +19.1% | -9.5% | +9.0% |
| 30D | -0.2% | +48.8% | -49.1% | -1.5% |
| 3M | +19.8% | +144.4% | -124.5% | +16.0% |
| 6M | +30.1% | -67.5% | +97.6% | +31.1% |
| YTD | +100.4% | -64.5% | +164.9% | +101.0% |
| 1Y | +105.2% | +74.4% | +30.8% | +84.5% |
| 3Y | +44.6% | +265.7% | -221.1% | +4.1% |
| 5Y | +88.8% | +196.0% | -107.1% | +19.3% |
| All | +88.8% | +192.6% | -103.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling