+94.2%
APA vs COMP
+16.2%
+78.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | +5.0% |
| 7D | -15.5% | +13.4% | -28.9% | -12.8% |
| 30D | +2.4% | +11.1% | -8.7% | +5.5% |
| 3M | +22.8% | -18.8% | +41.6% | +18.1% |
| 6M | +17.9% | +10.5% | +7.4% | +23.1% |
| YTD | +87.7% | -3.4% | +91.1% | +112.9% |
| 1Y | +94.2% | +19.7% | +74.5% | +111.3% |
| All | +94.2% | +16.2% | +78.0% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling