+27.2%
APA vs PL
+455.3%
-428.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.7% | +2.0% |
| 7D | -15.5% | -6.8% | -8.7% | -15.1% |
| 30D | +2.4% | -29.3% | +31.7% | +4.5% |
| 3M | +22.8% | -44.8% | +67.6% | +27.1% |
| 6M | +17.9% | -68.4% | +86.3% | +25.9% |
| YTD | +87.7% | -36.4% | +124.0% | +86.6% |
| 1Y | +94.2% | +0.7% | +93.5% | +84.0% |
| 3Y | +27.2% | +455.3% | -428.1% | -13.1% |
| All | +27.2% | +455.3% | -428.1% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling