+167.2%
APA vs PL
+84.9%
+82.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | +0.5% | -9.3% | +9.8% | +1.4% |
| 30D | +23.4% | -18.9% | +42.3% | +25.7% |
| 3M | +12.7% | -58.4% | +71.1% | +21.6% |
| 6M | +39.4% | -30.3% | +69.7% | +40.0% |
| YTD | +79.0% | -8.1% | +87.1% | +73.2% |
| 1Y | +88.8% | +180.5% | -91.7% | +54.9% |
| 3Y | +6.4% | +444.1% | -437.8% | -26.9% |
| 5Y | +153.0% | +83.0% | +70.0% | +84.9% |
| All | +167.2% | +84.9% | +82.3% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling