+141.2%
APA vs S
-48.9%
+190.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -1.1% |
| 7D | -8.7% | +1.6% | -10.3% | -9.0% |
| 30D | -2.4% | -10.5% | +8.1% | -1.4% |
| 3M | +19.0% | +9.9% | +9.1% | +17.0% |
| 6M | +26.8% | +41.8% | -15.0% | +20.5% |
| YTD | +87.3% | +56.8% | +30.5% | +74.7% |
| 1Y | +92.3% | +39.0% | +53.3% | +81.7% |
| 3Y | +37.3% | +53.8% | -16.6% | +24.7% |
| 5Y | +73.2% | -68.6% | +141.8% | +71.9% |
| All | +141.2% | -48.9% | +190.1% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling