-9.6%
APA vs ELF
+357.0%
-366.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.6% |
| 7D | +0.5% | +5.4% | -4.8% | -0.5% |
| 30D | +23.4% | +27.0% | -3.6% | +17.5% |
| 3M | +12.7% | +113.2% | -100.5% | -4.4% |
| 6M | +39.4% | +36.6% | +2.8% | +28.0% |
| YTD | +79.0% | +44.2% | +34.7% | +61.0% |
| 1Y | +88.8% | -18.0% | +106.8% | +86.4% |
| 3Y | +6.4% | -19.9% | +26.3% | -7.5% |
| 5Y | +153.0% | +257.7% | -104.7% | +23.8% |
| All | -9.6% | +357.0% | -366.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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