-0.9%
APA vs D
+42.1%
-43.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -8.7% | +0.8% | -9.5% | -9.1% |
| 30D | -2.4% | +10.7% | -13.1% | -5.7% |
| 3M | +19.0% | +2.3% | +16.7% | +17.8% |
| 6M | +26.8% | +12.5% | +14.3% | +21.3% |
| YTD | +87.3% | +20.1% | +67.3% | +74.9% |
| 1Y | +92.3% | +15.6% | +76.7% | +81.6% |
| 3Y | +37.3% | +75.2% | -37.9% | +10.6% |
| 5Y | +73.2% | +14.6% | +58.6% | +60.7% |
| 10Y | -0.9% | +43.8% | -44.6% | -0.3% |
| All | -0.9% | +42.1% | -43.0% | -0.3% |
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