+69.8%
APA vs P
+247.4%
-177.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.2% |
| 7D | -15.5% | -23.8% | +8.3% | -12.4% |
| 30D | +2.4% | -36.6% | +39.0% | +8.4% |
| 3M | +22.8% | +10.9% | +11.9% | +19.2% |
| 6M | +17.9% | +30.0% | -12.0% | +10.3% |
| YTD | +87.7% | +44.4% | +43.3% | +70.7% |
| 1Y | +94.2% | +3.9% | +90.3% | +84.4% |
| 3Y | +27.2% | +176.6% | -149.4% | -9.9% |
| All | +69.8% | +247.4% | -177.6% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling