-10.5%
APA vs EFV
+258.8%
-269.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +0.5% | +1.5% | -1.0% | -1.2% |
| 30D | +23.4% | +1.7% | +21.7% | +20.6% |
| 3M | +12.7% | +8.6% | +4.1% | +1.3% |
| 6M | +39.4% | +11.7% | +27.7% | +18.0% |
| YTD | +79.0% | +19.3% | +59.7% | +39.3% |
| 1Y | +88.8% | +30.2% | +58.6% | +31.9% |
| 3Y | +6.4% | +91.6% | -85.2% | -53.6% |
| 5Y | +153.0% | +96.4% | +56.6% | +10.7% |
| 10Y | +7.5% | +166.5% | -158.9% | -59.3% |
| All | -10.5% | +258.8% | -269.4% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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