+95.5%
APA vs DD
+30.9%
+64.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.5% |
| 7D | +5.1% | +3.2% | +1.8% | +5.6% |
| 30D | +0.3% | +20.3% | -20.0% | +3.8% |
| 3M | +15.6% | +8.2% | +7.5% | +17.3% |
| 6M | +28.9% | +3.4% | +25.5% | +31.0% |
| YTD | +96.6% | +30.6% | +65.9% | +89.5% |
| 1Y | +95.5% | +30.6% | +64.9% | +88.1% |
| All | +95.5% | +30.9% | +64.6% | +88.1% |
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