+45.7%
APA vs S
+42.2%
+3.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.2% | +2.6% |
| 7D | +9.6% | +4.1% | +5.6% | +9.1% |
| 30D | -0.2% | -7.2% | +6.9% | +0.4% |
| 3M | +19.8% | 0.0% | +19.9% | +19.2% |
| 6M | +30.1% | +41.6% | -11.6% | +23.9% |
| YTD | +100.4% | +48.6% | +51.8% | +88.4% |
| 1Y | +105.2% | +30.0% | +75.2% | +96.2% |
| All | +45.7% | +42.2% | +3.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling