+465.7%
APA vs IT
+6,324.9%
-5,859.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.1% |
| 7D | +5.1% | -6.8% | +11.9% | +6.6% |
| 30D | +0.3% | -0.6% | +0.9% | -0.1% |
| 3M | +15.6% | +3.1% | +12.6% | +13.8% |
| 6M | +28.9% | +25.5% | +3.4% | +19.7% |
| YTD | +96.6% | -23.5% | +120.1% | +100.8% |
| 1Y | +95.5% | -16.6% | +112.2% | +95.8% |
| 3Y | +41.8% | -53.1% | +94.9% | +58.3% |
| 5Y | +85.4% | -41.4% | +126.9% | +95.0% |
| 10Y | +4.5% | +90.9% | -86.4% | -12.0% |
| All | +465.7% | +6,324.9% | -5,859.3% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling