+107.2%
APA vs SITM
+47.5%
+59.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.4% | +2.5% | -7.0% |
| 7D | -13.0% | -19.5% | +6.6% | -13.4% |
| 30D | +2.0% | -43.2% | +45.2% | +0.5% |
| 3M | +24.9% | -30.8% | +55.7% | +23.6% |
| 6M | +7.2% | -28.6% | +35.7% | +6.4% |
| YTD | +87.1% | +14.2% | +72.9% | +81.8% |
| 1Y | +107.2% | +44.4% | +62.8% | +87.6% |
| All | +107.2% | +47.5% | +59.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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