+85.4%
APA vs D
+13.0%
+72.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.7% |
| 7D | +5.1% | -2.4% | +7.5% | +5.7% |
| 30D | +0.3% | +9.0% | -8.7% | -2.4% |
| 3M | +15.6% | +1.0% | +14.7% | +15.0% |
| 6M | +28.9% | +11.0% | +17.9% | +24.1% |
| YTD | +96.6% | +19.8% | +76.8% | +84.1% |
| 1Y | +95.5% | +16.0% | +79.6% | +84.9% |
| 3Y | +41.8% | +74.4% | -32.5% | +13.7% |
| 5Y | +85.4% | +13.5% | +71.9% | +73.4% |
| All | +85.4% | +13.0% | +72.4% | +73.4% |
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