-3.7%
APA vs MDY
+177.2%
-180.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.7% |
| 7D | +4.6% | -1.9% | +6.4% | +7.3% |
| 30D | +11.9% | -4.6% | +16.6% | +19.1% |
| 3M | +22.5% | -1.2% | +23.7% | +22.9% |
| 6M | +37.5% | +9.2% | +28.3% | +15.9% |
| YTD | +87.2% | +13.1% | +74.1% | +49.1% |
| 1Y | +101.4% | +13.0% | +88.4% | +59.8% |
| 3Y | +16.9% | +49.2% | -32.3% | -39.3% |
| 5Y | +178.4% | +47.2% | +131.2% | +47.9% |
| All | -3.7% | +177.2% | -180.9% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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