+88.8%
APA vs GWRE
-25.4%
+114.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -19.9% | +16.7% | -2.3% |
| 7D | +0.5% | -21.1% | +21.6% | +1.5% |
| 30D | +23.4% | +1.3% | +22.1% | +23.6% |
| 3M | +12.7% | +7.4% | +5.3% | +13.5% |
| 6M | +39.4% | +5.6% | +33.8% | +40.0% |
| YTD | +79.0% | -19.2% | +98.1% | +69.2% |
| 1Y | +88.8% | -25.1% | +114.0% | +78.4% |
| All | +88.8% | -25.4% | +114.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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