+802.2%
APA vs SM
+1,302.7%
-500.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.2% |
| 7D | -15.5% | -25.9% | +10.4% | -3.3% |
| 30D | +2.4% | -15.1% | +17.5% | +10.1% |
| 3M | +22.8% | +4.9% | +17.9% | +19.8% |
| 6M | +17.9% | +6.1% | +11.8% | +14.0% |
| YTD | +87.7% | +63.4% | +24.2% | +48.8% |
| 1Y | +94.2% | +72.5% | +21.7% | +50.1% |
| 3Y | +27.2% | -16.9% | +44.1% | +37.6% |
| 5Y | +74.1% | -10.6% | +84.8% | +83.4% |
| 10Y | +2.6% | +11.3% | -8.7% | -36.6% |
| All | +802.2% | +1,302.7% | -500.4% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling