+22.3%
APA vs P
+485.4%
-463.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +0.5% | +6.5% | -6.0% | -1.1% |
| 30D | +23.4% | +18.8% | +4.6% | +17.2% |
| 3M | +12.7% | +26.7% | -14.1% | +3.9% |
| 6M | +39.4% | +62.2% | -22.8% | +18.4% |
| YTD | +79.0% | +48.5% | +30.5% | +53.5% |
| 1Y | +88.8% | +26.4% | +62.4% | +63.8% |
| 3Y | +6.4% | +159.4% | -153.1% | -32.7% |
| 5Y | +153.0% | +275.8% | -122.8% | +34.8% |
| 10Y | +7.5% | +732.0% | -724.5% | -55.0% |
| All | +22.3% | +485.4% | -463.1% | -48.4% |
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