+103.0%
APA vs EQX
+232.0%
-129.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.6% | -3.2% | +7.8% | +5.0% |
| 30D | +11.9% | +7.8% | +4.1% | +10.5% |
| 3M | +22.5% | +21.3% | +1.1% | +18.3% |
| 6M | +37.5% | -22.4% | +60.0% | +39.9% |
| YTD | +87.2% | -11.3% | +98.5% | +84.4% |
| 1Y | +101.4% | +13.5% | +87.9% | +88.8% |
| 3Y | +16.9% | +162.1% | -145.2% | -11.4% |
| 5Y | +178.4% | +84.2% | +94.3% | +114.7% |
| All | +103.0% | +232.0% | -129.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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