+848.7%
APA vs D
+2,347.4%
-1,498.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +23.4% | -3.6% | +27.0% | +25.4% |
| 3M | +12.7% | -1.0% | +13.7% | +13.0% |
| 6M | +39.4% | +6.3% | +33.1% | +34.1% |
| YTD | +79.0% | +14.7% | +64.2% | +65.8% |
| 1Y | +88.8% | +16.9% | +71.9% | +72.6% |
| 3Y | +6.4% | +56.8% | -50.4% | -18.4% |
| 5Y | +153.0% | +5.2% | +147.8% | +133.5% |
| 10Y | +7.5% | +35.9% | -28.3% | -17.4% |
| All | +848.7% | +2,347.4% | -1,498.7% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling