+88.2%
APA vs S
+38.4%
+49.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.3% |
| 7D | -8.7% | +1.6% | -10.3% | -8.8% |
| 30D | -2.4% | -10.5% | +8.1% | -2.3% |
| 3M | +19.0% | +9.9% | +9.1% | +19.1% |
| 6M | +26.8% | +41.8% | -15.0% | +28.2% |
| YTD | +87.3% | +56.8% | +30.5% | +86.6% |
| All | +88.2% | +38.4% | +49.8% | +86.9% |
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