+107.2%
APA vs FIVE
+63.3%
+43.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.7% | -13.6% | -5.8% |
| 7D | -13.0% | +7.5% | -20.4% | -11.9% |
| 30D | +2.0% | +16.7% | -14.7% | +4.4% |
| 3M | +24.9% | +13.4% | +11.5% | +26.9% |
| 6M | +7.2% | +9.0% | -1.9% | +8.9% |
| YTD | +87.1% | +33.8% | +53.3% | +92.8% |
| 1Y | +107.2% | +61.2% | +46.0% | +130.1% |
| All | +107.2% | +63.3% | +43.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling