+190.8%
APA vs COMP
-51.7%
+242.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.4% |
| 7D | +5.1% | +2.2% | +2.9% | +4.8% |
| 30D | +0.3% | +16.3% | -16.0% | -1.3% |
| 3M | +15.6% | -19.1% | +34.8% | +17.2% |
| 6M | +28.9% | +17.1% | +11.8% | +24.9% |
| YTD | +96.6% | -2.9% | +99.5% | +92.0% |
| 1Y | +95.5% | +8.8% | +86.7% | +87.9% |
| 3Y | +41.8% | +423.5% | -381.7% | +4.7% |
| 5Y | +85.4% | -10.5% | +95.9% | +63.4% |
| All | +190.8% | -51.7% | +242.5% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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