+16.9%
APA vs MKTX
-25.3%
+42.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +11.9% | +0.7% | +11.2% | +11.9% |
| 3M | +22.5% | +40.8% | -18.3% | +21.3% |
| 6M | +37.5% | -8.0% | +45.5% | +37.7% |
| YTD | +87.2% | -8.7% | +95.9% | +87.5% |
| 1Y | +101.4% | -11.8% | +113.3% | +101.4% |
| 3Y | +16.9% | -24.0% | +40.9% | +20.3% |
| All | +16.9% | -25.3% | +42.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling