+90.6%
APA vs DD
+33.0%
+57.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.5% |
| 7D | -5.5% | +2.2% | -7.8% | -5.3% |
| 30D | -1.2% | +20.7% | -21.8% | +2.3% |
| 3M | +10.6% | +11.3% | -0.8% | +12.7% |
| 6M | +28.4% | +6.0% | +22.5% | +30.8% |
| YTD | +89.7% | +31.7% | +58.0% | +83.1% |
| 1Y | +90.6% | +32.2% | +58.4% | +83.0% |
| All | +90.6% | +33.0% | +57.6% | +83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling