+447.4%
APA vs DRI
+7,577.6%
-7,130.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +0.5% | +0.6% | 0.0% | +0.3% |
| 30D | +23.4% | +3.8% | +19.6% | +21.7% |
| 3M | +12.7% | +13.0% | -0.3% | +7.4% |
| 6M | +39.4% | +8.3% | +31.1% | +33.9% |
| YTD | +79.0% | +20.6% | +58.3% | +65.1% |
| 1Y | +88.8% | +6.5% | +82.4% | +81.1% |
| 3Y | +6.4% | +53.7% | -47.4% | -11.1% |
| 5Y | +153.0% | +72.7% | +80.3% | +101.6% |
| 10Y | +7.5% | +363.2% | -355.6% | -34.5% |
| All | +447.4% | +7,577.6% | -7,130.2% | +113.7% |
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