+152.5%
APA vs SITM
+3,319.5%
-3,167.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.2% | +2.6% |
| 7D | +8.5% | +6.6% | +1.9% | +7.1% |
| 30D | +2.8% | -15.3% | +18.1% | +4.9% |
| 3M | +21.7% | -35.4% | +57.1% | +28.9% |
| 6M | +32.6% | -46.8% | +79.4% | +42.4% |
| YTD | +103.7% | +25.9% | +77.8% | +76.2% |
| 1Y | +101.8% | +54.0% | +47.8% | +66.1% |
| 3Y | +48.1% | +315.6% | -267.5% | -12.1% |
| 5Y | +91.9% | +74.4% | +17.5% | +24.8% |
| All | +152.5% | +3,319.5% | -3,167.0% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling