+5.8%
APA vs ES
+29.7%
-23.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +23.4% | -2.0% | +25.4% | +23.9% |
| 3M | +12.7% | +1.7% | +11.0% | +11.9% |
| 6M | +39.4% | -3.5% | +43.0% | +40.2% |
| YTD | +79.0% | +7.9% | +71.0% | +73.2% |
| 1Y | +88.8% | +17.2% | +71.7% | +76.5% |
| All | +5.8% | +29.7% | -23.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling