-0.9%
APA vs P
+748.5%
-749.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -1.8% |
| 7D | -8.7% | -9.6% | +0.9% | -6.7% |
| 30D | -2.4% | -33.4% | +31.0% | +7.2% |
| 3M | +19.0% | +14.2% | +4.8% | +11.6% |
| 6M | +26.8% | +31.6% | -4.8% | +11.6% |
| YTD | +87.3% | +53.5% | +33.9% | +54.5% |
| 1Y | +92.3% | +14.2% | +78.1% | +68.3% |
| 3Y | +37.3% | +190.5% | -153.3% | -21.6% |
| 5Y | +73.2% | +256.3% | -183.1% | -13.8% |
| 10Y | -0.9% | +707.9% | -708.7% | -62.2% |
| All | -0.9% | +748.5% | -749.4% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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