+4.4%
APA vs USFR
+28.5%
-24.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | +0.1% | +9.6% | +9.5% |
| 30D | -0.2% | +0.4% | -0.6% | -1.0% |
| 3M | +19.8% | +1.0% | +18.8% | +17.3% |
| 6M | +30.1% | +2.0% | +28.0% | +24.8% |
| YTD | +100.4% | +3.4% | +97.0% | +87.3% |
| 1Y | +105.2% | +4.1% | +101.1% | +89.5% |
| 3Y | +44.6% | +14.4% | +30.2% | +10.2% |
| 5Y | +88.8% | +21.4% | +67.4% | +22.8% |
| All | +4.4% | +28.5% | -24.1% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling