+17.2%
APA vs ITOT
+75.4%
-58.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.4% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +9.3% | -1.6% | +10.9% | +10.6% |
| 3M | +23.3% | +3.5% | +19.8% | +18.7% |
| 6M | +39.5% | +13.1% | +26.4% | +21.8% |
| YTD | +87.6% | +12.7% | +74.9% | +63.9% |
| 1Y | +114.2% | +18.3% | +95.9% | +75.6% |
| All | +17.2% | +75.4% | -58.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling