+6.1%
APA vs ETR
+378.9%
-372.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +8.5% | +1.2% | +7.4% | +8.0% |
| 30D | +2.8% | +7.0% | -4.2% | -0.4% |
| 3M | +21.7% | +4.6% | +17.1% | +19.0% |
| 6M | +32.6% | +0.1% | +32.5% | +31.5% |
| YTD | +103.7% | +23.2% | +80.5% | +82.6% |
| 1Y | +101.8% | +20.6% | +81.2% | +82.6% |
| 3Y | +48.1% | +156.3% | -108.2% | -9.6% |
| 5Y | +91.9% | +159.6% | -67.7% | +14.1% |
| All | +6.1% | +378.9% | -372.8% | -19.0% |
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