+0.3%
APA vs FIVE
+563.4%
-563.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -15.5% | -0.3% | -15.2% | -15.6% |
| 30D | +2.4% | +17.7% | -15.3% | -2.8% |
| 3M | +22.8% | +4.0% | +18.8% | +19.9% |
| 6M | +17.9% | +2.6% | +15.3% | +14.5% |
| YTD | +87.7% | +27.6% | +60.1% | +67.7% |
| 1Y | +94.2% | +59.9% | +34.2% | +60.8% |
| 3Y | +27.2% | +35.8% | -8.6% | +2.1% |
| 5Y | +74.1% | +14.4% | +59.7% | +42.5% |
| All | +0.3% | +563.4% | -563.1% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling