+28.9%
APA vs DD
+4.6%
+24.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.3% |
| 7D | +5.1% | +3.2% | +1.8% | +6.0% |
| 30D | +0.3% | +20.3% | -20.0% | +8.1% |
| 3M | +15.6% | +8.2% | +7.5% | +17.4% |
| 6M | +28.9% | +3.4% | +25.5% | +29.6% |
| All | +28.9% | +4.6% | +24.3% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling