+477.9%
APA vs DAR
+1,762.6%
-1,284.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | +23.4% | +12.8% | +10.6% | +21.6% |
| 3M | +12.7% | +7.4% | +5.3% | +11.7% |
| 6M | +39.4% | +22.3% | +17.2% | +36.0% |
| YTD | +79.0% | +81.1% | -2.1% | +66.4% |
| 1Y | +88.8% | +106.5% | -17.7% | +72.7% |
| 3Y | +6.4% | +5.3% | +1.1% | +4.5% |
| 5Y | +153.0% | -11.5% | +164.5% | +154.5% |
| 10Y | +7.5% | +353.3% | -345.8% | -5.2% |
| All | +477.9% | +1,762.6% | -1,284.7% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling