-3.5%
APA vs ETR
+303.8%
-307.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.5% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +9.3% | +2.0% | +7.3% | +8.3% |
| 3M | +23.3% | -1.7% | +25.0% | +24.0% |
| 6M | +39.5% | +3.6% | +35.9% | +36.0% |
| YTD | +87.6% | +18.0% | +69.6% | +71.8% |
| 1Y | +114.2% | +26.2% | +88.0% | +89.7% |
| 3Y | +13.6% | +148.0% | -134.4% | -29.4% |
| 5Y | +175.6% | +126.1% | +49.5% | +76.6% |
| All | -3.5% | +303.8% | -307.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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