+85.2%
APA vs M
-2.0%
+87.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | +5.1% | -3.3% | +8.4% | +5.7% |
| 30D | +0.3% | +8.1% | -7.8% | -2.0% |
| 3M | +15.6% | +2.2% | +13.4% | +14.1% |
| 6M | +28.9% | +35.1% | -6.2% | +17.3% |
| YTD | +96.6% | +15.8% | +80.7% | +84.6% |
| 1Y | +95.5% | +25.8% | +69.7% | +79.0% |
| 3Y | +41.8% | +156.2% | -114.4% | -2.4% |
| All | +85.2% | -2.0% | +87.2% | +59.2% |
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