+88.8%
APA vs D
+12.4%
+76.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +9.6% | -3.1% | +12.7% | +10.5% |
| 30D | -0.2% | +8.4% | -8.6% | -2.8% |
| 3M | +19.8% | +0.2% | +19.6% | +19.4% |
| 6M | +30.1% | +9.5% | +20.6% | +25.7% |
| YTD | +100.4% | +18.8% | +81.6% | +88.2% |
| 1Y | +105.2% | +14.7% | +90.5% | +94.6% |
| 3Y | +44.6% | +72.9% | -28.3% | +16.1% |
| 5Y | +88.8% | +13.1% | +75.7% | +76.2% |
| All | +88.8% | +12.4% | +76.4% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling