+27.2%
APA vs EXEL
+231.1%
-203.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.6% |
| 7D | -15.5% | +0.3% | -15.8% | -15.5% |
| 30D | +2.4% | +19.0% | -16.7% | +2.3% |
| 3M | +22.8% | +33.3% | -10.5% | +22.5% |
| 6M | +17.9% | +42.9% | -24.9% | +17.0% |
| YTD | +87.7% | +58.7% | +29.0% | +84.9% |
| 1Y | +94.2% | +70.5% | +23.7% | +90.1% |
| 3Y | +27.2% | +233.8% | -206.6% | +7.5% |
| All | +27.2% | +231.1% | -203.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling