-17.8%
APA vs USFR
+28.6%
-46.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +19.8% | +1.0% | +18.8% | +18.5% |
| 6M | +30.1% | +2.0% | +28.0% | +27.2% |
| YTD | +100.4% | +3.4% | +97.0% | +93.2% |
| 1Y | +105.2% | +4.1% | +101.1% | +96.5% |
| 3Y | +44.6% | +14.4% | +30.2% | +25.0% |
| 5Y | +88.8% | +21.4% | +67.4% | +52.1% |
| 10Y | +6.6% | +28.5% | -21.9% | -17.3% |
| All | -17.8% | +28.6% | -46.4% | -38.2% |
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