-38.4%
APA vs GWRE
+749.2%
-787.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.0% | +8.0% | +4.1% |
| 7D | +0.3% | -26.2% | +26.5% | +6.8% |
| 30D | +9.3% | -17.8% | +27.1% | +13.2% |
| 3M | +23.3% | +14.2% | +9.1% | +16.9% |
| 6M | +39.5% | -12.9% | +52.4% | +39.6% |
| YTD | +87.6% | -29.2% | +116.9% | +96.3% |
| 1Y | +114.2% | -44.4% | +158.7% | +137.8% |
| 3Y | +13.6% | +51.1% | -37.5% | -7.5% |
| 5Y | +175.6% | +16.5% | +159.1% | +135.6% |
| 10Y | -2.6% | +131.6% | -134.2% | -29.5% |
| All | -38.4% | +749.2% | -787.6% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling