+848.7%
APA vs ED
+2,217.3%
-1,368.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +23.4% | -0.1% | +23.5% | +23.4% |
| 3M | +12.7% | +3.9% | +8.8% | +11.2% |
| 6M | +39.4% | -3.0% | +42.5% | +40.5% |
| YTD | +79.0% | +10.7% | +68.3% | +72.9% |
| 1Y | +88.8% | +13.3% | +75.5% | +80.7% |
| 3Y | +6.4% | +34.5% | -28.1% | -5.6% |
| 5Y | +153.0% | +67.1% | +85.8% | +106.8% |
| 10Y | +7.5% | +103.0% | -95.5% | -23.5% |
| All | +848.7% | +2,217.3% | -1,368.6% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling