+69.8%
APA vs FIVE
+14.2%
+55.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -15.5% | -0.3% | -15.2% | -15.6% |
| 30D | +2.4% | +17.7% | -15.3% | -1.0% |
| 3M | +22.8% | +4.0% | +18.8% | +20.9% |
| 6M | +17.9% | +2.6% | +15.3% | +15.8% |
| YTD | +87.7% | +27.6% | +60.1% | +73.7% |
| 1Y | +94.2% | +59.9% | +34.2% | +70.1% |
| 3Y | +27.2% | +35.8% | -8.6% | +8.5% |
| All | +69.8% | +14.2% | +55.7% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling