+107.2%
APA vs M
+36.6%
+70.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.6% | -14.5% | -5.9% |
| 7D | -13.0% | +8.3% | -21.2% | -12.0% |
| 30D | +2.0% | +14.2% | -12.2% | +3.6% |
| 3M | +24.9% | -1.1% | +26.0% | +25.8% |
| 6M | +7.2% | +36.6% | -29.4% | +9.8% |
| YTD | +87.1% | +19.8% | +67.3% | +96.6% |
| 1Y | +107.2% | +37.2% | +70.0% | +125.5% |
| All | +107.2% | +36.6% | +70.6% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling