-3.5%
APA vs USFR
+28.0%
-31.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.3% | +0.1% | +0.3% | +0.2% |
| 30D | +9.3% | +0.3% | +9.0% | +8.7% |
| 3M | +23.3% | +1.0% | +22.4% | +21.0% |
| 6M | +39.5% | +1.9% | +37.5% | +34.4% |
| YTD | +87.6% | +2.7% | +85.0% | +78.4% |
| 1Y | +114.2% | +4.0% | +110.3% | +98.7% |
| 3Y | +13.6% | +14.0% | -0.5% | -12.5% |
| 5Y | +175.6% | +20.4% | +155.2% | +84.1% |
| All | -3.5% | +28.0% | -31.5% | -31.9% |
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