+107.2%
APA vs EXEL
+92.4%
+14.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -6.7% |
| 7D | -13.0% | +9.8% | -22.7% | -11.4% |
| 30D | +2.0% | +23.6% | -21.6% | +6.2% |
| 3M | +24.9% | +29.9% | -5.0% | +31.4% |
| 6M | +7.2% | +64.7% | -57.5% | +17.2% |
| YTD | +87.1% | +66.0% | +21.1% | +104.0% |
| 1Y | +107.2% | +92.0% | +15.2% | +130.5% |
| All | +107.2% | +92.4% | +14.8% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling