-29.6%
APA vs VEEV
+702.0%
-731.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.6% |
| 7D | +5.1% | -1.9% | +6.9% | +5.4% |
| 30D | +0.3% | +3.0% | -2.7% | -0.3% |
| 3M | +15.6% | +28.8% | -13.2% | +9.9% |
| 6M | +28.9% | +91.3% | -62.4% | +13.3% |
| YTD | +96.6% | +36.5% | +60.0% | +82.8% |
| 1Y | +95.5% | +1.9% | +93.6% | +92.2% |
| 3Y | +41.8% | +84.6% | -42.8% | +21.1% |
| 5Y | +85.4% | -2.6% | +88.0% | +74.6% |
| 10Y | +4.5% | +669.4% | -664.9% | -38.2% |
| All | -29.6% | +702.0% | -731.6% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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