+166.1%
APA vs EFX
-35.1%
+201.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.6% |
| 7D | -1.7% | -7.8% | +6.1% | +0.3% |
| 30D | +15.7% | -5.7% | +21.5% | +17.3% |
| 3M | +16.5% | +2.5% | +13.9% | +14.7% |
| 6M | +35.1% | -16.7% | +51.8% | +40.3% |
| YTD | +82.2% | -20.2% | +102.4% | +90.6% |
| 1Y | +102.5% | -31.4% | +133.8% | +122.3% |
| 3Y | +10.3% | -10.5% | +20.8% | +6.6% |
| 5Y | +166.1% | -35.2% | +201.3% | +221.2% |
| All | +166.1% | -35.1% | +201.2% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling