+107.2%
APA vs ED
+27.1%
+80.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.0% | -9.9% | -7.2% |
| 7D | -13.0% | +5.4% | -18.3% | -13.7% |
| 30D | +2.0% | +16.4% | -14.4% | -1.2% |
| 3M | +24.9% | +11.9% | +13.0% | +22.0% |
| 6M | +7.2% | +11.6% | -4.4% | +5.5% |
| YTD | +87.1% | +24.1% | +63.0% | +74.1% |
| 1Y | +107.2% | +26.9% | +80.3% | +92.0% |
| All | +107.2% | +27.1% | +80.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling