-16.8%
APA vs ET
+1,435.0%
-1,451.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +0.5% | +0.9% | -0.4% | 0.0% |
| 30D | +23.4% | +7.5% | +15.9% | +17.9% |
| 3M | +12.7% | +11.4% | +1.3% | +5.5% |
| 6M | +39.4% | +18.5% | +20.9% | +25.9% |
| YTD | +79.0% | +37.4% | +41.6% | +47.6% |
| 1Y | +88.8% | +30.9% | +57.9% | +60.6% |
| 3Y | +6.4% | +98.7% | -92.4% | -28.9% |
| 5Y | +153.0% | +230.7% | -77.7% | +29.8% |
| 10Y | +7.5% | +175.6% | -168.0% | -33.7% |
| All | -16.8% | +1,435.0% | -1,451.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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