+69.8%
APA vs DAR
-41.1%
+110.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.2% |
| 7D | -15.5% | -9.9% | -5.6% | -10.5% |
| 30D | +2.4% | -16.4% | +18.8% | +12.6% |
| 3M | +22.8% | -17.1% | +39.8% | +35.4% |
| 6M | +17.9% | -20.5% | +38.4% | +32.7% |
| YTD | +87.7% | +39.4% | +48.3% | +56.4% |
| 1Y | +94.2% | +57.2% | +37.0% | +51.1% |
| 3Y | +27.2% | +13.9% | +13.4% | +10.0% |
| All | +69.8% | -41.1% | +110.9% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling