-3.7%
APA vs SNY
+64.5%
-68.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.6% | -3.3% | +7.9% | +5.7% |
| 30D | +11.9% | -2.2% | +14.1% | +12.6% |
| 3M | +22.5% | -3.0% | +25.5% | +23.3% |
| 6M | +37.5% | +2.7% | +34.8% | +35.0% |
| YTD | +87.2% | -6.8% | +94.0% | +89.8% |
| 1Y | +101.4% | -5.3% | +106.7% | +102.7% |
| 3Y | +16.9% | -9.8% | +26.7% | +15.6% |
| 5Y | +178.4% | +9.7% | +168.8% | +142.1% |
| All | -3.7% | +64.5% | -68.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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