+90.9%
APA vs S
-71.1%
+162.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +8.5% | +2.0% | +6.6% | +8.2% |
| 30D | +2.8% | -2.7% | +5.5% | +2.9% |
| 3M | +21.7% | -6.9% | +28.6% | +22.0% |
| 6M | +32.6% | +38.1% | -5.4% | +25.9% |
| YTD | +103.7% | +48.0% | +55.7% | +90.2% |
| 1Y | +101.8% | +34.5% | +67.3% | +90.5% |
| 3Y | +48.1% | +38.3% | +9.7% | +34.9% |
| All | +90.9% | -71.1% | +162.0% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling