+69.7%
APA vs PL
+11.6%
+58.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | -1.3% |
| 7D | -15.6% | -20.5% | +5.0% | -13.8% |
| 30D | -0.9% | -38.8% | +37.9% | +3.5% |
| 3M | +26.1% | -49.1% | +75.2% | +33.7% |
| 6M | +6.1% | -69.4% | +75.5% | +16.6% |
| YTD | +82.8% | -42.3% | +125.2% | +84.1% |
| 1Y | +106.5% | -14.2% | +120.7% | +96.4% |
| 3Y | +21.9% | +398.7% | -376.8% | -17.8% |
| 5Y | +69.7% | +11.1% | +58.5% | +28.7% |
| All | +69.7% | +11.6% | +58.1% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling