-2.6%
APA vs IT
+88.4%
-91.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.7% |
| 7D | +0.3% | -9.1% | +9.4% | +4.2% |
| 30D | +9.3% | -12.2% | +21.5% | +14.9% |
| 3M | +23.3% | +7.8% | +15.5% | +15.1% |
| 6M | +39.5% | +2.0% | +37.5% | +31.4% |
| YTD | +87.6% | -32.7% | +120.4% | +112.6% |
| 1Y | +114.2% | -31.1% | +145.3% | +135.0% |
| 3Y | +13.6% | -52.1% | +65.7% | +41.2% |
| 5Y | +175.6% | -46.3% | +221.9% | +203.6% |
| 10Y | -2.6% | +91.4% | -94.0% | -42.6% |
| All | -2.6% | +88.4% | -91.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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