+180.2%
APA vs PL
+28.1%
+152.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.7% | +1.7% |
| 7D | -15.5% | -6.8% | -8.7% | -15.0% |
| 30D | +2.4% | -29.3% | +31.7% | +5.5% |
| 3M | +22.8% | -44.8% | +67.6% | +29.1% |
| 6M | +17.9% | -68.4% | +86.3% | +29.3% |
| YTD | +87.7% | -36.4% | +124.0% | +87.2% |
| 1Y | +94.2% | +0.7% | +93.5% | +81.8% |
| 3Y | +27.2% | +455.3% | -428.1% | -15.0% |
| 5Y | +74.1% | +22.7% | +51.5% | +30.0% |
| All | +180.2% | +28.1% | +152.2% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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