+139.1%
APA vs SNY
+241.5%
-102.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | -3.6% | +4.4% | +2.4% |
| 30D | +9.6% | -1.9% | +11.6% | +10.4% |
| 3M | +18.0% | -2.0% | +20.0% | +18.5% |
| 6M | +41.9% | +2.5% | +39.3% | +38.7% |
| YTD | +86.3% | -7.0% | +93.3% | +89.7% |
| 1Y | +97.9% | -4.4% | +102.3% | +98.5% |
| 3Y | +12.8% | -8.4% | +21.2% | +10.2% |
| 5Y | +177.2% | +9.5% | +167.7% | +141.4% |
| 10Y | -3.3% | +64.3% | -67.6% | -30.6% |
| All | +139.1% | +241.5% | -102.4% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling