-0.1%
APA vs SM
+4.2%
-4.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.5% |
| 7D | -5.5% | -19.5% | +14.0% | +5.7% |
| 30D | -1.2% | -20.2% | +19.1% | +11.3% |
| 3M | +10.6% | -6.5% | +17.1% | +13.9% |
| 6M | +28.4% | +1.6% | +26.9% | +25.9% |
| YTD | +89.7% | +61.2% | +28.5% | +44.4% |
| 1Y | +90.6% | +65.4% | +25.2% | +42.9% |
| 3Y | +36.9% | -13.0% | +49.9% | +44.1% |
| 5Y | +83.2% | -4.3% | +87.5% | +83.1% |
| 10Y | -0.1% | +3.0% | -3.1% | -48.7% |
| All | -0.1% | +4.2% | -4.3% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling