+848.7%
APA vs ETR
+4,412.2%
-3,563.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | +23.4% | +1.0% | +22.4% | +22.8% |
| 3M | +12.7% | -1.3% | +13.9% | +12.9% |
| 6M | +39.4% | +1.9% | +37.5% | +37.2% |
| YTD | +79.0% | +18.2% | +60.8% | +65.1% |
| 1Y | +88.8% | +24.7% | +64.2% | +69.9% |
| 3Y | +6.4% | +150.7% | -144.3% | -30.7% |
| 5Y | +153.0% | +127.0% | +26.0% | +69.7% |
| 10Y | +7.5% | +295.5% | -287.9% | -42.2% |
| All | +848.7% | +4,412.2% | -3,563.5% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling