+36.9%
APA vs P
+547.6%
-510.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.1% |
| 7D | +9.6% | +17.8% | -8.2% | +5.3% |
| 30D | -0.2% | -29.9% | +29.6% | +7.6% |
| 3M | +19.8% | -1.2% | +21.0% | +17.4% |
| 6M | +30.1% | +32.1% | -2.1% | +15.7% |
| YTD | +100.4% | +64.3% | +36.1% | +64.8% |
| 1Y | +105.2% | +24.3% | +80.9% | +77.6% |
| 3Y | +44.6% | +203.2% | -158.6% | -13.6% |
| 5Y | +88.8% | +290.4% | -201.6% | -1.5% |
| 10Y | +6.6% | +680.9% | -674.2% | -56.4% |
| All | +36.9% | +547.6% | -510.7% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling