+848.7%
APA vs ES
+1,243.3%
-394.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +23.4% | -2.0% | +25.4% | +24.1% |
| 3M | +12.7% | +1.7% | +11.0% | +11.6% |
| 6M | +39.4% | -3.5% | +43.0% | +40.0% |
| YTD | +79.0% | +7.9% | +71.0% | +72.8% |
| 1Y | +88.8% | +17.2% | +71.7% | +76.0% |
| 3Y | +6.4% | +29.3% | -22.9% | -5.6% |
| 5Y | +153.0% | -5.7% | +158.7% | +147.5% |
| 10Y | +7.5% | +85.2% | -77.7% | -20.1% |
| All | +848.7% | +1,243.3% | -394.5% | +330.9% |
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