+254.5%
APA vs EXEL
+347.1%
-92.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +5.1% | -2.8% | +7.9% | +5.4% |
| 30D | +0.3% | +18.2% | -17.9% | -2.0% |
| 3M | +15.6% | +37.7% | -22.1% | +10.7% |
| 6M | +28.9% | +42.2% | -13.3% | +22.3% |
| YTD | +96.6% | +61.3% | +35.2% | +82.5% |
| 1Y | +95.5% | +64.5% | +31.0% | +80.9% |
| 3Y | +41.8% | +236.7% | -194.9% | +16.7% |
| 5Y | +85.4% | +296.3% | -210.9% | +47.8% |
| 10Y | +4.5% | +331.1% | -326.5% | -19.5% |
| All | +254.5% | +347.1% | -92.6% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling