-0.9%
APA vs DRI
+370.8%
-371.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | -8.7% | +3.1% | -11.9% | -10.7% |
| 30D | -2.4% | +16.2% | -18.7% | -11.3% |
| 3M | +19.0% | +8.4% | +10.6% | +11.9% |
| 6M | +26.8% | +19.0% | +7.8% | +11.4% |
| YTD | +87.3% | +28.8% | +58.5% | +53.4% |
| 1Y | +92.3% | +33.1% | +59.2% | +53.3% |
| 3Y | +37.3% | +70.8% | -33.5% | -10.2% |
| 5Y | +73.2% | +74.2% | -1.1% | +8.3% |
| 10Y | -0.9% | +345.5% | -346.4% | -62.6% |
| All | -0.9% | +370.8% | -371.6% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling