+6.1%
APA vs EAT
+320.8%
-314.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +8.5% | -4.0% | +12.5% | +10.1% |
| 30D | +2.8% | -2.9% | +5.7% | +2.8% |
| 3M | +21.7% | -16.9% | +38.6% | +27.7% |
| 6M | +32.6% | +57.0% | -24.3% | +7.3% |
| YTD | +103.7% | +38.2% | +65.5% | +67.8% |
| 1Y | +101.8% | +69.3% | +32.5% | +51.5% |
| 3Y | +48.1% | +483.0% | -434.9% | -40.7% |
| 5Y | +91.9% | +364.1% | -272.3% | -24.2% |
| All | +6.1% | +320.8% | -314.7% | -65.8% |
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