+36.9%
APA vs D
+74.2%
-37.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.5% | +2.4% | -7.9% | -6.1% |
| 30D | -1.2% | +10.9% | -12.1% | -3.6% |
| 3M | +10.6% | +2.8% | +7.7% | +9.7% |
| 6M | +28.4% | +12.7% | +15.7% | +24.1% |
| YTD | +89.7% | +20.3% | +69.4% | +79.4% |
| 1Y | +90.6% | +17.1% | +73.5% | +81.4% |
| 3Y | +36.9% | +75.1% | -38.2% | +11.0% |
| All | +36.9% | +74.2% | -37.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling