+848.7%
APA vs DTE
+3,490.8%
-2,642.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | +23.4% | -2.6% | +26.0% | +25.0% |
| 3M | +12.7% | -3.9% | +16.6% | +14.8% |
| 6M | +39.4% | -7.9% | +47.3% | +44.8% |
| YTD | +79.0% | +7.2% | +71.8% | +69.9% |
| 1Y | +88.8% | +3.1% | +85.7% | +82.9% |
| 3Y | +6.4% | +47.6% | -41.2% | -17.9% |
| 5Y | +153.0% | +32.7% | +120.3% | +105.1% |
| 10Y | +7.5% | +138.8% | -131.2% | -33.3% |
| All | +848.7% | +3,490.8% | -2,642.1% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling