+69.8%
APA vs COMP
-17.6%
+87.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | +1.8% |
| 7D | -15.5% | +13.4% | -28.9% | -16.4% |
| 30D | +2.4% | +11.1% | -8.7% | +1.2% |
| 3M | +22.8% | -18.8% | +41.6% | +24.3% |
| 6M | +17.9% | +10.5% | +7.4% | +15.2% |
| YTD | +87.7% | -3.4% | +91.1% | +83.8% |
| 1Y | +94.2% | +19.7% | +74.5% | +84.8% |
| 3Y | +27.2% | +381.6% | -354.4% | -4.2% |
| All | +69.8% | -17.6% | +87.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling