+83.2%
APA vs IT
-43.9%
+127.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -5.5% | -7.5% | +1.9% | -4.1% |
| 30D | -1.2% | -1.2% | 0.0% | -1.5% |
| 3M | +10.6% | -2.2% | +12.8% | +10.0% |
| 6M | +28.4% | +19.1% | +9.3% | +20.9% |
| YTD | +89.7% | -25.1% | +114.9% | +98.7% |
| 1Y | +90.6% | -17.4% | +108.0% | +93.6% |
| 3Y | +36.9% | -54.1% | +91.0% | +66.6% |
| 5Y | +83.2% | -42.7% | +125.9% | +96.7% |
| All | +83.2% | -43.9% | +127.2% | +96.7% |
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