+5.8%
APA vs FIVE
+50.0%
-44.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -3.9% |
| 7D | +0.5% | +4.3% | -3.7% | -0.1% |
| 30D | +23.4% | +12.5% | +10.9% | +20.9% |
| 3M | +12.7% | +31.2% | -18.5% | +7.5% |
| 6M | +39.4% | +14.4% | +25.1% | +34.8% |
| YTD | +79.0% | +33.9% | +45.1% | +67.6% |
| 1Y | +88.8% | +65.1% | +23.8% | +69.2% |
| All | +5.8% | +50.0% | -44.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling