+161.4%
APA vs SFM
+241.7%
-80.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | -4.4% | +27.8% | +23.8% |
| 3M | +12.7% | +1.5% | +11.2% | +12.1% |
| 6M | +39.4% | +6.5% | +32.9% | +37.6% |
| YTD | +79.0% | +2.2% | +76.8% | +77.3% |
| 1Y | +88.8% | -41.9% | +130.7% | +97.7% |
| 3Y | +6.4% | +106.8% | -100.4% | -0.9% |
| All | +161.4% | +241.7% | -80.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling