+158.3%
APA vs SITM
+187.3%
-29.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.5% |
| 7D | +4.6% | +3.9% | +0.7% | +3.9% |
| 30D | +11.9% | -6.6% | +18.5% | +12.6% |
| 3M | +22.5% | -11.9% | +34.3% | +22.5% |
| 6M | +37.5% | +81.1% | -43.6% | +15.9% |
| YTD | +87.2% | +80.0% | +7.2% | +55.5% |
| 1Y | +101.4% | +145.8% | -44.4% | +54.0% |
| 3Y | +16.9% | +475.9% | -459.0% | -33.6% |
| All | +158.3% | +187.3% | -29.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling