+48.1%
APA vs DD
+88.8%
-40.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +8.5% | +5.0% | +3.6% | +6.5% |
| 30D | +2.8% | +19.7% | -16.9% | -4.4% |
| 3M | +21.7% | +7.2% | +14.5% | +18.0% |
| 6M | +32.6% | +1.0% | +31.6% | +31.0% |
| YTD | +103.7% | +29.1% | +74.6% | +71.5% |
| 1Y | +101.8% | +28.5% | +73.3% | +70.3% |
| 3Y | +48.1% | +89.4% | -41.4% | -14.8% |
| All | +48.1% | +88.8% | -40.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling