+65.0%
APA vs ITOT
+875.1%
-810.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +8.5% | +2.5% | +6.1% | +4.9% |
| 30D | +2.8% | -1.7% | +4.5% | +4.4% |
| 3M | +21.7% | -3.4% | +25.1% | +26.0% |
| 6M | +32.6% | +2.1% | +30.5% | +25.6% |
| YTD | +103.7% | +11.5% | +92.2% | +67.2% |
| 1Y | +101.8% | +13.6% | +88.2% | +61.2% |
| 3Y | +48.1% | +77.2% | -29.2% | -36.0% |
| 5Y | +91.9% | +64.4% | +27.5% | -7.9% |
| 10Y | +8.4% | +288.6% | -280.2% | -80.5% |
| All | +65.0% | +875.1% | -810.1% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling