+4.4%
APA vs EAT
+319.3%
-314.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.5% |
| 7D | +9.6% | -7.1% | +16.7% | +12.4% |
| 30D | -0.2% | -2.3% | +2.1% | -0.4% |
| 3M | +19.8% | -19.6% | +39.5% | +27.3% |
| 6M | +30.1% | +46.0% | -16.0% | +8.0% |
| YTD | +100.4% | +37.7% | +62.7% | +65.3% |
| 1Y | +105.2% | +73.8% | +31.4% | +52.4% |
| 3Y | +44.6% | +482.1% | -437.5% | -42.0% |
| 5Y | +88.8% | +362.5% | -273.7% | -25.4% |
| All | +4.4% | +319.3% | -314.9% | -66.3% |
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