+10.3%
APA vs EXEL
+160.6%
-150.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.8% |
| 7D | -1.7% | +1.4% | -3.1% | -1.7% |
| 30D | +15.7% | +6.7% | +9.1% | +15.6% |
| 3M | +16.5% | +11.5% | +5.0% | +16.0% |
| 6M | +35.1% | +38.8% | -3.7% | +33.0% |
| YTD | +82.2% | +31.6% | +50.6% | +79.7% |
| 1Y | +102.5% | +53.0% | +49.5% | +96.8% |
| 3Y | +10.3% | +160.8% | -150.5% | -2.6% |
| All | +10.3% | +160.6% | -150.3% | -2.6% |
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