-8.7%
APA vs CAPR
-99.1%
+90.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.0% | +2.5% |
| 7D | -15.5% | +41.1% | -56.6% | -16.5% |
| 30D | +2.4% | +11.1% | -8.7% | +1.8% |
| 3M | +22.8% | +115.3% | -92.5% | +18.6% |
| 6M | +17.9% | -73.8% | +91.8% | +19.9% |
| YTD | +87.7% | -68.8% | +156.5% | +89.1% |
| 1Y | +94.2% | +43.3% | +50.9% | +73.1% |
| 3Y | +27.2% | +214.7% | -187.5% | +5.5% |
| 5Y | +74.1% | +141.3% | -67.1% | +43.1% |
| 10Y | +2.6% | -67.0% | +69.7% | -22.1% |
| All | -8.7% | -99.1% | +90.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling