+222.8%
APA vs EXEL
+273.2%
-50.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +0.5% | +8.4% | -7.8% | -0.5% |
| 30D | +23.4% | +4.1% | +19.3% | +22.5% |
| 3M | +12.7% | +12.4% | +0.3% | +10.6% |
| 6M | +39.4% | +41.5% | -2.1% | +32.1% |
| YTD | +79.0% | +34.6% | +44.3% | +70.4% |
| 1Y | +88.8% | +57.9% | +31.0% | +75.4% |
| 3Y | +6.4% | +159.5% | -153.1% | -9.4% |
| 5Y | +153.0% | +198.5% | -45.5% | +109.4% |
| 10Y | +7.5% | +411.4% | -403.8% | -19.0% |
| All | +222.8% | +273.2% | -50.4% | +83.1% |
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