+415.0%
APA vs IT
+6,105.9%
-5,690.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.2% |
| 7D | +0.5% | -6.0% | +6.6% | +1.8% |
| 30D | +23.4% | 0.0% | +23.4% | +23.3% |
| 3M | +12.7% | +13.1% | -0.4% | +8.2% |
| 6M | +39.4% | +11.7% | +27.7% | +33.3% |
| YTD | +79.0% | -26.1% | +105.1% | +85.8% |
| 1Y | +88.8% | -21.3% | +110.1% | +91.8% |
| 3Y | +6.4% | -46.7% | +53.1% | +15.8% |
| 5Y | +153.0% | -40.5% | +193.5% | +167.3% |
| 10Y | +7.5% | +103.9% | -96.3% | -9.7% |
| All | +415.0% | +6,105.9% | -5,690.9% | +190.6% |
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 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