+158.3%
APA vs ITOT
+74.3%
+84.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | +4.6% | -0.9% | +5.5% | +5.5% |
| 30D | +11.9% | -1.5% | +13.4% | +13.4% |
| 3M | +22.5% | +3.6% | +18.9% | +17.0% |
| 6M | +37.5% | +13.7% | +23.8% | +16.2% |
| YTD | +87.2% | +12.9% | +74.2% | +59.0% |
| 1Y | +101.4% | +17.2% | +84.3% | +63.0% |
| 3Y | +16.9% | +75.6% | -58.7% | -41.8% |
| All | +158.3% | +74.3% | +84.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling