+108.1%
APA vs S
+5.0%
+103.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.7% |
| 7D | -1.7% | -5.8% | +4.1% | -1.9% |
| 30D | +15.7% | -9.2% | +24.9% | +15.3% |
| 3M | +16.5% | +23.4% | -6.9% | +17.5% |
| 6M | +35.1% | +36.9% | -1.8% | +37.4% |
| YTD | +82.2% | +29.5% | +52.7% | +82.6% |
| All | +108.1% | +5.0% | +103.1% | +105.2% |
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