+85.4%
APA vs P
+272.9%
-187.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +3.0% |
| 7D | +5.1% | -4.7% | +9.8% | +5.5% |
| 30D | +0.3% | -31.4% | +31.7% | +5.0% |
| 3M | +15.6% | -2.6% | +18.3% | +14.7% |
| 6M | +28.9% | +21.9% | +7.0% | +22.3% |
| YTD | +96.6% | +58.9% | +37.6% | +76.4% |
| 1Y | +95.5% | +21.7% | +73.8% | +80.9% |
| 3Y | +41.8% | +193.3% | -151.5% | +0.2% |
| 5Y | +85.4% | +275.1% | -189.7% | +21.3% |
| All | +85.4% | +272.9% | -187.5% | +21.3% |
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