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  • APA vs EAT✓SelectedUSD · EATAPA vs EAT performance historyLatest closeAs of+2.96%09/09
Stock and ETF performance explorer

APA vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-2.6%
EAT return
+370.1%
Excess return
-372.7%
Maximum drawdown
-93.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D+3.0%-3.2%+6.2%+4.1%
7D+0.3%-6.8%+7.1%+2.8%
30D+9.3%-5.4%+14.7%+10.7%
3M+23.3%+42.8%-19.4%+6.1%
6M+39.5%+56.5%-17.0%+12.4%
YTD+87.6%+50.0%+37.6%+52.5%
1Y+114.2%+38.3%+76.0%+75.9%
3Y+13.6%+591.6%-578.1%-57.0%
5Y+175.6%+312.6%-137.0%+18.5%
10Y-2.6%+381.4%-384.1%-69.5%
All-2.6%+370.1%-372.7%-69.5%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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