+27.2%
APA vs S
+34.5%
-7.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | -15.5% | -13.4% | -2.1% | -14.2% |
| 30D | +2.4% | -14.0% | +16.4% | +3.9% |
| 3M | +22.8% | +4.9% | +17.9% | +21.6% |
| 6M | +17.9% | +42.0% | -24.1% | +12.3% |
| YTD | +87.7% | +45.1% | +42.5% | +77.1% |
| 1Y | +94.2% | +33.1% | +61.1% | +84.9% |
| 3Y | +27.2% | +40.6% | -13.4% | +6.6% |
| All | +27.2% | +34.5% | -7.3% | +6.6% |
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