+96.0%
APA vs IRE
-84.4%
+180.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.0% | -17.2% | -2.8% |
| 7D | +0.5% | +54.8% | -54.2% | +2.0% |
| 30D | +23.4% | +18.4% | +5.0% | +24.6% |
| 3M | +12.7% | -66.7% | +79.4% | +11.6% |
| 6M | +39.4% | -52.3% | +91.7% | +41.3% |
| YTD | +79.0% | -52.3% | +131.3% | +82.6% |
| All | +96.0% | -84.4% | +180.5% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling