+88.2%
APA vs SN
+143.5%
-55.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | +0.6% |
| 7D | -8.7% | +7.6% | -16.4% | -6.8% |
| 30D | -2.4% | +24.1% | -26.5% | +3.5% |
| 3M | +19.0% | +23.7% | -4.7% | +26.6% |
| 6M | +26.8% | +105.5% | -78.7% | +52.9% |
| YTD | +87.3% | +105.1% | -17.8% | +124.6% |
| All | +88.2% | +143.5% | -55.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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