+895.0%
APA vs ES
+1,235.9%
-340.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.6% |
| 7D | -15.5% | +1.9% | -17.4% | -16.2% |
| 30D | +2.4% | +7.1% | -4.7% | -0.2% |
| 3M | +22.8% | -1.9% | +24.7% | +23.1% |
| 6M | +17.9% | +4.4% | +13.6% | +15.3% |
| YTD | +87.7% | +7.3% | +80.4% | +80.9% |
| 1Y | +94.2% | +2.1% | +92.1% | +89.9% |
| 3Y | +27.2% | +41.8% | -14.6% | +9.4% |
| 5Y | +74.1% | +1.4% | +72.7% | +65.7% |
| 10Y | +2.6% | +86.8% | -84.1% | -24.2% |
| All | +895.0% | +1,235.9% | -340.9% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling