+4.5%
APA vs D
+47.5%
-42.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.7% |
| 7D | +5.1% | -2.4% | +7.5% | +5.8% |
| 30D | +0.3% | +9.0% | -8.7% | -2.7% |
| 3M | +15.6% | +1.0% | +14.7% | +14.9% |
| 6M | +28.9% | +11.0% | +17.9% | +23.8% |
| YTD | +96.6% | +19.8% | +76.8% | +83.6% |
| 1Y | +95.5% | +16.0% | +79.6% | +84.4% |
| 3Y | +41.8% | +74.4% | -32.5% | +14.4% |
| 5Y | +85.4% | +13.5% | +71.9% | +72.5% |
| 10Y | +4.5% | +48.4% | -43.8% | +9.7% |
| All | +4.5% | +47.5% | -42.9% | +9.7% |
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