+164.8%
APA vs COMP
-47.7%
+212.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | +23.4% | -13.3% | +36.7% | +24.8% |
| 3M | +12.7% | +41.1% | -28.4% | +8.0% |
| 6M | +39.4% | +17.2% | +22.2% | +34.6% |
| YTD | +79.0% | +5.2% | +73.7% | +74.3% |
| 1Y | +88.8% | +18.9% | +69.9% | +79.9% |
| 3Y | +6.4% | +215.9% | -209.6% | -15.2% |
| 5Y | +153.0% | -31.2% | +184.2% | +135.6% |
| All | +164.8% | -47.7% | +212.4% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling