+107.2%
APA vs S
+36.5%
+70.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.5% | -6.9% |
| 7D | -13.0% | -8.2% | -4.7% | -12.9% |
| 30D | +2.0% | -7.6% | +9.6% | +2.0% |
| 3M | +24.9% | +12.0% | +12.9% | +25.3% |
| 6M | +7.2% | +50.6% | -43.4% | +9.0% |
| YTD | +87.1% | +56.6% | +30.5% | +87.4% |
| 1Y | +107.2% | +39.2% | +67.9% | +107.5% |
| All | +107.2% | +36.5% | +70.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling