+107.2%
APA vs DRI
+34.0%
+73.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.1% | -12.0% | -5.5% |
| 7D | -13.0% | +6.5% | -19.4% | -11.4% |
| 30D | +2.0% | +16.4% | -14.4% | +5.8% |
| 3M | +24.9% | +13.6% | +11.3% | +29.1% |
| 6M | +7.2% | +22.0% | -14.8% | +13.8% |
| YTD | +87.1% | +29.3% | +57.8% | +106.5% |
| 1Y | +107.2% | +32.0% | +75.1% | +131.1% |
| All | +107.2% | +34.0% | +73.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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