+848.7%
APA vs ECL
+13,009.7%
-12,160.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.5% | -2.6% | +3.1% | +1.8% |
| 30D | +23.4% | -2.2% | +25.6% | +24.6% |
| 3M | +12.7% | +10.1% | +2.6% | +6.4% |
| 6M | +39.4% | -5.7% | +45.2% | +40.5% |
| YTD | +79.0% | +7.0% | +72.0% | +68.8% |
| 1Y | +88.8% | +2.7% | +86.2% | +80.6% |
| 3Y | +6.4% | +57.7% | -51.4% | -20.4% |
| 5Y | +153.0% | +31.1% | +121.8% | +102.5% |
| 10Y | +7.5% | +150.9% | -143.3% | -34.4% |
| All | +848.7% | +13,009.7% | -12,160.9% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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