+887.8%
APA vs NTRS
+7,716.8%
-6,829.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +9.6% | +0.2% | +9.5% | +9.3% |
| 3M | +18.0% | +13.2% | +4.8% | +11.3% |
| 6M | +41.9% | +36.9% | +4.9% | +22.4% |
| YTD | +86.3% | +39.1% | +47.2% | +58.7% |
| 1Y | +97.9% | +50.4% | +47.4% | +62.3% |
| 3Y | +12.8% | +166.8% | -154.0% | -28.7% |
| 5Y | +177.2% | +92.9% | +84.3% | +98.6% |
| 10Y | -3.3% | +255.7% | -259.0% | -40.7% |
| All | +887.8% | +7,716.8% | -6,829.0% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded NTRS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling