+107.2%
APA vs GWRE
-24.5%
+131.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.9% | -12.8% | -7.2% |
| 7D | -13.0% | +2.2% | -15.2% | -13.1% |
| 30D | +2.0% | +4.5% | -2.6% | +1.6% |
| 3M | +24.9% | +6.4% | +18.5% | +24.1% |
| 6M | +7.2% | +18.8% | -11.7% | +6.3% |
| YTD | +87.1% | -15.1% | +102.2% | +76.2% |
| 1Y | +107.2% | -23.4% | +130.6% | +97.1% |
| All | +107.2% | -24.5% | +131.7% | +97.1% |
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