-4.9%
APA vs SM
+12.3%
-17.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +15.7% | +31.5% | -15.8% | -0.2% |
| 3M | +16.5% | +17.3% | -0.9% | +6.3% |
| 6M | +35.1% | +48.5% | -13.4% | +8.4% |
| YTD | +82.2% | +106.3% | -24.0% | +22.2% |
| 1Y | +102.5% | +47.3% | +55.2% | +62.0% |
| 3Y | +10.3% | -1.4% | +11.7% | +8.8% |
| 5Y | +166.1% | +114.0% | +52.1% | +76.8% |
| 10Y | -4.9% | +12.5% | -17.4% | -54.6% |
| All | -4.9% | +12.3% | -17.2% | -54.6% |
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 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