+175.6%
APA vs MDY
+45.8%
+129.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +4.1% |
| 7D | +0.3% | -0.8% | +1.1% | +1.0% |
| 30D | +9.3% | -3.9% | +13.2% | +13.6% |
| 3M | +23.3% | 0.0% | +23.4% | +21.9% |
| 6M | +39.5% | +8.5% | +30.9% | +23.0% |
| YTD | +87.6% | +13.2% | +74.4% | +56.5% |
| 1Y | +114.2% | +15.0% | +99.2% | +74.7% |
| 3Y | +13.6% | +49.6% | -36.0% | -32.5% |
| 5Y | +175.6% | +46.0% | +129.6% | +75.3% |
| All | +175.6% | +45.8% | +129.7% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling