-3.7%
APA vs ITOT
+303.4%
-307.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.7% |
| 7D | +4.6% | -0.9% | +5.5% | +5.9% |
| 30D | +11.9% | -1.5% | +13.4% | +14.0% |
| 3M | +22.5% | +3.6% | +18.9% | +15.0% |
| 6M | +37.5% | +13.7% | +23.8% | +9.7% |
| YTD | +87.2% | +12.9% | +74.2% | +50.2% |
| 1Y | +101.4% | +17.2% | +84.3% | +52.1% |
| 3Y | +16.9% | +75.6% | -58.7% | -52.9% |
| 5Y | +178.4% | +75.5% | +103.0% | +13.0% |
| All | -3.7% | +303.4% | -307.1% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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