+39.4%
APA vs D
+6.1%
+33.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | +23.4% | -3.6% | +27.0% | +23.0% |
| 3M | +12.7% | -1.0% | +13.7% | +13.0% |
| 6M | +39.4% | +6.3% | +33.1% | +39.9% |
| All | +39.4% | +6.1% | +33.3% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling