+442.6%
APA vs MDY
+2,662.7%
-2,220.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | +23.4% | -1.5% | +24.9% | +25.0% |
| 3M | +12.7% | +0.8% | +11.9% | +10.6% |
| 6M | +39.4% | +7.4% | +32.0% | +25.4% |
| YTD | +79.0% | +15.2% | +63.8% | +49.4% |
| 1Y | +88.8% | +16.5% | +72.3% | +55.3% |
| 3Y | +6.4% | +46.8% | -40.4% | -30.4% |
| 5Y | +153.0% | +46.0% | +106.9% | +70.7% |
| 10Y | +7.5% | +172.1% | -164.5% | -51.7% |
| All | +442.6% | +2,662.7% | -2,220.1% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling