+17.2%
APA vs DTE
+47.2%
-30.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +9.3% | -0.5% | +9.8% | +9.5% |
| 3M | +23.3% | -6.0% | +29.4% | +26.0% |
| 6M | +39.5% | -7.2% | +46.7% | +42.6% |
| YTD | +87.6% | +7.2% | +80.4% | +78.9% |
| 1Y | +114.2% | +4.1% | +110.2% | +106.4% |
| All | +17.2% | +47.2% | -30.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling