+474.1%
APA vs DRI
+7,978.2%
-7,504.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.0% |
| 7D | -15.5% | +2.8% | -18.3% | -16.5% |
| 30D | +2.4% | +13.3% | -10.9% | -2.1% |
| 3M | +22.8% | +8.2% | +14.6% | +18.8% |
| 6M | +17.9% | +17.5% | +0.4% | +10.3% |
| YTD | +87.7% | +26.9% | +60.8% | +69.3% |
| 1Y | +94.2% | +31.6% | +62.6% | +72.5% |
| 3Y | +27.2% | +67.0% | -39.7% | +2.9% |
| 5Y | +74.1% | +72.9% | +1.2% | +37.8% |
| 10Y | +2.6% | +371.3% | -368.7% | -38.4% |
| All | +474.1% | +7,978.2% | -7,504.0% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling