+37.3%
APA vs COMP
+431.5%
-394.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.1% |
| 7D | -8.7% | +14.5% | -23.3% | -8.6% |
| 30D | -2.4% | +14.9% | -17.3% | -2.2% |
| 3M | +19.0% | -14.2% | +33.2% | +19.1% |
| 6M | +26.8% | +23.7% | +3.1% | +26.0% |
| YTD | +87.3% | +2.1% | +85.3% | +89.4% |
| 1Y | +92.3% | +26.2% | +66.1% | +90.1% |
| 3Y | +37.3% | +470.9% | -433.6% | +13.8% |
| All | +37.3% | +431.5% | -394.3% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling