+170.5%
APA vs COMP
-56.6%
+227.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -1.6% |
| 7D | -15.6% | -1.8% | -13.8% | -15.6% |
| 30D | -0.9% | -0.8% | -0.2% | -1.1% |
| 3M | +26.1% | -28.1% | +54.2% | +29.1% |
| 6M | +6.1% | +27.0% | -20.9% | +1.2% |
| YTD | +82.8% | -12.8% | +95.6% | +80.3% |
| 1Y | +106.5% | +4.9% | +101.6% | +98.5% |
| 3Y | +21.9% | +321.0% | -299.1% | -7.7% |
| 5Y | +69.7% | -25.6% | +95.2% | +53.3% |
| All | +170.5% | -56.6% | +227.1% | +193.9% |
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