-0.1%
APA vs EXEL
+363.4%
-363.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | -5.5% | -2.4% | -3.2% | -5.1% |
| 30D | -1.2% | +17.9% | -19.1% | -5.1% |
| 3M | +10.6% | +33.3% | -22.7% | +3.0% |
| 6M | +28.4% | +46.6% | -18.1% | +15.9% |
| YTD | +89.7% | +61.0% | +28.7% | +65.6% |
| 1Y | +90.6% | +70.4% | +20.2% | +63.6% |
| 3Y | +36.9% | +236.1% | -199.2% | -7.8% |
| 5Y | +83.2% | +284.8% | -201.6% | +15.3% |
| 10Y | -0.1% | +348.4% | -348.5% | -35.5% |
| All | -0.1% | +363.4% | -363.5% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling