+73.2%
APA vs M
-2.8%
+76.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -2.0% |
| 7D | -8.7% | +2.5% | -11.3% | -9.6% |
| 30D | -2.4% | +10.1% | -12.5% | -5.1% |
| 3M | +19.0% | -0.9% | +19.9% | +18.2% |
| 6M | +26.8% | +30.2% | -3.4% | +16.4% |
| YTD | +87.3% | +16.3% | +71.1% | +75.8% |
| 1Y | +92.3% | +27.0% | +65.3% | +75.6% |
| 3Y | +37.3% | +154.5% | -117.2% | -5.5% |
| 5Y | +73.2% | -1.1% | +74.3% | +48.9% |
| All | +73.2% | -2.8% | +76.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling