-0.1%
APA vs EAT
+328.6%
-328.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.8% |
| 7D | -5.5% | -5.9% | +0.4% | -3.8% |
| 30D | -1.2% | +0.7% | -1.8% | -2.4% |
| 3M | +10.6% | -14.2% | +24.8% | +14.2% |
| 6M | +28.4% | +40.7% | -12.3% | +8.1% |
| YTD | +89.7% | +36.0% | +53.8% | +57.2% |
| 1Y | +90.6% | +83.1% | +7.5% | +38.2% |
| 3Y | +36.9% | +474.8% | -437.9% | -44.9% |
| 5Y | +83.2% | +347.6% | -264.4% | -26.5% |
| 10Y | -0.1% | +321.5% | -321.6% | -67.9% |
| All | -0.1% | +328.6% | -328.7% | -67.9% |
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