+158.3%
APA vs GWRE
+15.1%
+143.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | +4.6% | -13.2% | +17.8% | +6.8% |
| 30D | +11.9% | -18.6% | +30.5% | +14.9% |
| 3M | +22.5% | +18.9% | +3.6% | +17.4% |
| 6M | +37.5% | -11.0% | +48.5% | +37.7% |
| YTD | +87.2% | -29.9% | +117.0% | +94.8% |
| 1Y | +101.4% | -44.3% | +145.8% | +119.2% |
| 3Y | +16.9% | +51.7% | -34.8% | -2.3% |
| All | +158.3% | +15.1% | +143.2% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling