+83.2%
APA vs ETR
+159.3%
-76.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.5% | +2.6% | -8.1% | -6.4% |
| 30D | -1.2% | +8.7% | -9.8% | -3.8% |
| 3M | +10.6% | +6.4% | +4.2% | +8.2% |
| 6M | +28.4% | +0.7% | +27.7% | +27.5% |
| YTD | +89.7% | +23.0% | +66.7% | +74.8% |
| 1Y | +90.6% | +17.9% | +72.7% | +78.3% |
| 3Y | +36.9% | +154.9% | -118.0% | -5.9% |
| 5Y | +83.2% | +157.3% | -74.0% | +23.3% |
| All | +83.2% | +159.3% | -76.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling