+115.3%
APA vs IRE
-97.5%
+212.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.1% | -8.5% | +3.9% |
| 7D | +5.1% | -15.1% | +20.2% | +4.9% |
| 30D | +0.3% | -71.4% | +71.7% | -2.6% |
| 3M | +15.6% | -81.2% | +96.8% | +11.5% |
| 6M | +28.9% | -93.7% | +122.6% | +23.5% |
| YTD | +96.6% | -92.2% | +188.8% | +91.8% |
| 1Y | +95.5% | -97.3% | +192.8% | +83.0% |
| All | +115.3% | -97.5% | +212.8% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling