-4.1%
APA vs EFX
+41.8%
-45.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | -11.1% | +11.9% | +5.2% |
| 30D | +9.6% | -7.4% | +17.0% | +12.5% |
| 3M | +18.0% | +1.5% | +16.5% | +15.7% |
| 6M | +41.9% | -13.7% | +55.6% | +46.3% |
| YTD | +86.3% | -21.9% | +108.2% | +98.4% |
| 1Y | +97.9% | -30.8% | +128.7% | +121.2% |
| 3Y | +12.8% | -12.4% | +25.2% | +8.0% |
| 5Y | +177.2% | -35.9% | +213.1% | +201.5% |
| All | -4.1% | +41.8% | -45.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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