-0.9%
APA vs DAR
+288.2%
-289.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -3.0% |
| 7D | -8.7% | -2.8% | -6.0% | -7.2% |
| 30D | -2.4% | -12.8% | +10.4% | +6.0% |
| 3M | +19.0% | -11.6% | +30.6% | +27.7% |
| 6M | +26.8% | -16.8% | +43.6% | +40.6% |
| YTD | +87.3% | +45.9% | +41.4% | +46.9% |
| 1Y | +92.3% | +61.5% | +30.8% | +40.9% |
| 3Y | +37.3% | +23.0% | +14.3% | +9.5% |
| 5Y | +73.2% | -35.8% | +109.0% | +105.4% |
| 10Y | -0.9% | +280.4% | -281.2% | -58.1% |
| All | -0.9% | +288.2% | -289.1% | -58.1% |
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