+166.1%
APA vs IT
-44.6%
+210.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +3.4% |
| 7D | -1.7% | -9.1% | +7.4% | +0.2% |
| 30D | +15.7% | -7.0% | +22.7% | +17.3% |
| 3M | +16.5% | +7.6% | +8.8% | +13.2% |
| 6M | +35.1% | +2.1% | +33.0% | +32.1% |
| YTD | +82.2% | -31.6% | +113.8% | +96.3% |
| 1Y | +102.5% | -29.9% | +132.4% | +114.4% |
| 3Y | +10.3% | -51.3% | +61.6% | +28.2% |
| 5Y | +166.1% | -44.8% | +210.9% | +180.4% |
| All | +166.1% | -44.6% | +210.7% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling