-26.6%
APA vs USFR
+27.5%
-54.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +23.4% | +0.3% | +23.1% | +23.0% |
| 3M | +12.7% | +1.0% | +11.7% | +11.5% |
| 6M | +39.4% | +1.9% | +37.5% | +36.6% |
| YTD | +79.0% | +2.6% | +76.3% | +74.1% |
| 1Y | +88.8% | +4.0% | +84.8% | +81.0% |
| 3Y | +6.4% | +14.1% | -7.7% | -7.8% |
| 5Y | +153.0% | +20.4% | +132.6% | +105.6% |
| 10Y | +7.5% | +28.0% | -20.5% | -16.1% |
| All | -26.6% | +27.5% | -54.2% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling