-4.9%
APA vs DAR
+367.0%
-371.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | 0.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.2% |
| 30D | +15.7% | +13.0% | +2.8% | +7.1% |
| 3M | +16.5% | +15.0% | +1.5% | +6.2% |
| 6M | +35.1% | +26.8% | +8.3% | +15.9% |
| YTD | +82.2% | +86.4% | -4.2% | +23.1% |
| 1Y | +102.5% | +115.1% | -12.6% | +23.7% |
| 3Y | +10.3% | +14.6% | -4.3% | -7.3% |
| 5Y | +166.1% | -8.8% | +174.9% | +152.0% |
| 10Y | -4.9% | +356.5% | -361.4% | -64.7% |
| All | -4.9% | +367.0% | -371.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling