-24.7%
APA vs FIVE
+848.8%
-873.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | +9.6% | +2.4% | +7.2% | +8.8% |
| 30D | -0.2% | +15.8% | -16.1% | -4.4% |
| 3M | +19.8% | +3.8% | +16.1% | +17.5% |
| 6M | +30.1% | +18.5% | +11.5% | +21.9% |
| YTD | +100.4% | +31.2% | +69.2% | +80.4% |
| 1Y | +105.2% | +61.8% | +43.4% | +73.8% |
| 3Y | +44.6% | +39.9% | +4.7% | +18.2% |
| 5Y | +88.8% | +18.3% | +70.5% | +56.5% |
| 10Y | +6.6% | +510.0% | -503.4% | -40.5% |
| All | -24.7% | +848.8% | -873.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling