+29.7%
APA vs VNQ
+387.0%
-357.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +9.3% | -2.2% | +11.5% | +10.7% |
| 3M | +23.3% | -1.9% | +25.3% | +24.4% |
| 6M | +39.5% | +3.2% | +36.2% | +34.9% |
| YTD | +87.6% | +9.4% | +78.2% | +75.0% |
| 1Y | +114.2% | +7.5% | +106.7% | +102.0% |
| 3Y | +13.6% | +31.1% | -17.5% | -5.9% |
| 5Y | +175.6% | +6.6% | +169.0% | +160.8% |
| 10Y | -2.6% | +63.9% | -66.6% | -22.1% |
| All | +29.7% | +387.0% | -357.2% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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