+90.9%
APA vs COMP
-10.9%
+101.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +2.8% | +16.6% | -13.8% | +1.2% |
| 3M | +21.7% | -23.5% | +45.2% | +23.8% |
| 6M | +32.6% | +25.7% | +6.9% | +27.8% |
| YTD | +103.7% | -3.4% | +107.1% | +99.4% |
| 1Y | +101.8% | +7.6% | +94.2% | +94.6% |
| 3Y | +48.1% | +423.6% | -375.5% | +10.2% |
| All | +90.9% | -10.9% | +101.8% | +66.6% |
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