+94.2%
APA vs FIVE
+55.9%
+38.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -15.5% | -0.3% | -15.2% | -15.4% |
| 30D | +2.4% | +17.7% | -15.3% | +4.5% |
| 3M | +22.8% | +4.0% | +18.8% | +23.2% |
| 6M | +17.9% | +2.6% | +15.3% | +18.6% |
| YTD | +87.7% | +27.6% | +60.1% | +85.1% |
| 1Y | +94.2% | +59.9% | +34.2% | +94.9% |
| All | +94.2% | +55.9% | +38.3% | +94.9% |
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