+895.0%
APA vs D
+2,450.0%
-1,555.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | -15.5% | +3.0% | -18.5% | -17.0% |
| 30D | +2.4% | +11.5% | -9.1% | -3.3% |
| 3M | +22.8% | +3.7% | +19.1% | +20.0% |
| 6M | +17.9% | +13.5% | +4.4% | +9.7% |
| YTD | +87.7% | +20.7% | +67.0% | +68.8% |
| 1Y | +94.2% | +18.2% | +76.0% | +76.0% |
| 3Y | +27.2% | +73.3% | -46.1% | -7.1% |
| 5Y | +74.1% | +12.3% | +61.9% | +55.5% |
| 10Y | +2.6% | +43.4% | -40.8% | -23.5% |
| All | +895.0% | +2,450.0% | -1,555.0% | +203.1% |
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