+90.9%
APA vs EFX
-30.1%
+121.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +8.5% | -0.8% | +9.3% | +8.7% |
| 30D | +2.8% | +25.1% | -22.3% | -2.9% |
| 3M | +21.7% | +1.7% | +20.1% | +20.5% |
| 6M | +32.6% | +18.4% | +14.2% | +25.4% |
| YTD | +103.7% | -12.5% | +116.2% | +107.0% |
| 1Y | +101.8% | -8.1% | +109.9% | +101.5% |
| 3Y | +48.1% | +4.8% | +43.3% | +37.2% |
| All | +90.9% | -30.1% | +121.0% | +114.5% |
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