+1,046.4%
APA vs M
+396.5%
+649.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.9% |
| 7D | +0.5% | +4.7% | -4.2% | -0.8% |
| 30D | +23.4% | -9.6% | +33.0% | +26.7% |
| 3M | +12.7% | +0.9% | +11.8% | +11.4% |
| 6M | +39.4% | +22.3% | +17.1% | +29.3% |
| YTD | +79.0% | +6.5% | +72.4% | +71.7% |
| 1Y | +88.8% | +38.8% | +50.1% | +66.9% |
| 3Y | +6.4% | +115.9% | -109.5% | -22.3% |
| 5Y | +153.0% | +28.6% | +124.3% | +100.9% |
| 10Y | +7.5% | -2.5% | +10.1% | -21.5% |
| All | +1,046.4% | +396.5% | +649.9% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling