+27.2%
APA vs D
+79.5%
-52.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -15.5% | +3.0% | -18.5% | -16.1% |
| 30D | +2.4% | +11.5% | -9.1% | -0.2% |
| 3M | +22.8% | +3.7% | +19.1% | +21.6% |
| 6M | +17.9% | +13.5% | +4.4% | +13.8% |
| YTD | +87.7% | +20.7% | +67.0% | +77.4% |
| 1Y | +94.2% | +18.2% | +76.0% | +84.4% |
| 3Y | +27.2% | +73.3% | -46.1% | +3.7% |
| All | +27.2% | +79.5% | -52.3% | +3.7% |
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 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