+107.2%
APA vs SM
+70.4%
+36.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.3% | +8.4% | +3.2% |
| 7D | -13.0% | -21.5% | +8.5% | +1.7% |
| 30D | +2.0% | -11.4% | +13.4% | +9.8% |
| 3M | +24.9% | +0.6% | +24.3% | +23.0% |
| 6M | +7.2% | +0.2% | +6.9% | +4.7% |
| YTD | +87.1% | +69.7% | +17.4% | +28.3% |
| 1Y | +107.2% | +71.6% | +35.6% | +41.6% |
| All | +107.2% | +70.4% | +36.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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