-4.1%
APA vs USFR
+28.0%
-32.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +9.6% | +0.3% | +9.3% | +8.9% |
| 3M | +18.0% | +1.0% | +17.1% | +15.8% |
| 6M | +41.9% | +1.9% | +39.9% | +36.7% |
| YTD | +86.3% | +2.7% | +83.6% | +77.1% |
| 1Y | +97.9% | +4.0% | +93.9% | +83.5% |
| 3Y | +12.8% | +14.1% | -1.3% | -13.1% |
| 5Y | +177.2% | +20.5% | +156.7% | +84.8% |
| All | -4.1% | +28.0% | -32.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling