+0.1%
APA vs D
+34.8%
-34.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +0.5% | +1.5% | -0.9% | +0.1% |
| 30D | +23.4% | -2.6% | +26.0% | +24.3% |
| 3M | +12.7% | 0.0% | +12.7% | +12.5% |
| 6M | +39.4% | +7.4% | +32.1% | +35.5% |
| YTD | +79.0% | +15.9% | +63.1% | +69.5% |
| 1Y | +88.8% | +18.1% | +70.7% | +77.3% |
| 3Y | +6.4% | +58.4% | -52.0% | -11.2% |
| 5Y | +153.0% | +5.2% | +147.8% | +141.7% |
| All | +0.1% | +34.8% | -34.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling