+760.3%
APA vs SM
+1,608.3%
-848.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +23.4% | +26.3% | -2.9% | +10.9% |
| 3M | +12.7% | +8.7% | +4.0% | +8.3% |
| 6M | +39.4% | +51.7% | -12.3% | +14.9% |
| YTD | +79.0% | +99.0% | -20.1% | +30.0% |
| 1Y | +88.8% | +34.6% | +54.2% | +63.6% |
| 3Y | +6.4% | -7.8% | +14.1% | +9.8% |
| 5Y | +153.0% | +104.8% | +48.2% | +85.6% |
| 10Y | +7.5% | +7.2% | +0.3% | -34.1% |
| All | +760.3% | +1,608.3% | -848.1% | +180.8% |
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