-2.6%
APA vs DD
+64.9%
-67.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +4.9% |
| 7D | +0.3% | -3.8% | +4.1% | +3.1% |
| 30D | +9.3% | -9.2% | +18.5% | +17.0% |
| 3M | +23.3% | -9.0% | +32.3% | +29.9% |
| 6M | +39.5% | -5.0% | +44.4% | +37.5% |
| YTD | +87.6% | +7.4% | +80.2% | +65.7% |
| 1Y | +114.2% | +35.1% | +79.1% | +53.7% |
| 3Y | +13.6% | +43.2% | -29.6% | -25.4% |
| 5Y | +175.6% | +59.6% | +115.9% | +59.8% |
| 10Y | -2.6% | +66.5% | -69.2% | -57.2% |
| All | -2.6% | +64.9% | -67.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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