+114.2%
APA vs SFM
-47.5%
+161.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.1% |
| 7D | +0.3% | -7.2% | +7.5% | +0.5% |
| 30D | +9.3% | -14.3% | +23.6% | +9.8% |
| 3M | +23.3% | -13.7% | +37.1% | +23.8% |
| 6M | +39.5% | -6.0% | +45.5% | +39.0% |
| YTD | +87.6% | -8.2% | +95.8% | +86.7% |
| 1Y | +114.2% | -46.2% | +160.5% | +101.2% |
| All | +114.2% | -47.5% | +161.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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