+166.1%
APA vs DD
+61.7%
+104.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | +15.7% | -7.4% | +23.2% | +20.3% |
| 3M | +16.5% | -6.4% | +22.9% | +19.3% |
| 6M | +35.1% | -2.5% | +37.6% | +31.8% |
| YTD | +82.2% | +10.2% | +72.0% | +62.3% |
| 1Y | +102.5% | +36.9% | +65.5% | +53.0% |
| 3Y | +10.3% | +47.0% | -36.7% | -23.4% |
| 5Y | +166.1% | +63.1% | +103.0% | +63.7% |
| All | +166.1% | +61.7% | +104.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling