-0.9%
APA vs M
+3.7%
-4.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -3.0% |
| 7D | -8.7% | +2.5% | -11.3% | -10.1% |
| 30D | -2.4% | +10.1% | -12.5% | -6.4% |
| 3M | +19.0% | -0.9% | +19.9% | +17.6% |
| 6M | +26.8% | +30.2% | -3.4% | +11.8% |
| YTD | +87.3% | +16.3% | +71.1% | +69.9% |
| 1Y | +92.3% | +27.0% | +65.3% | +68.0% |
| 3Y | +37.3% | +154.5% | -117.2% | -16.9% |
| 5Y | +73.2% | -1.1% | +74.3% | +39.0% |
| 10Y | -0.9% | +0.5% | -1.4% | -51.8% |
| All | -0.9% | +3.7% | -4.6% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling