-2.6%
APA vs VO
+193.0%
-195.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +4.2% |
| 7D | +0.3% | -0.6% | +0.9% | +1.1% |
| 30D | +9.3% | -1.9% | +11.2% | +12.1% |
| 3M | +23.3% | +3.3% | +20.1% | +16.0% |
| 6M | +39.5% | +9.7% | +29.8% | +17.5% |
| YTD | +87.6% | +12.6% | +75.0% | +51.5% |
| 1Y | +114.2% | +13.6% | +100.6% | +69.9% |
| 3Y | +13.6% | +56.8% | -43.2% | -45.2% |
| 5Y | +175.6% | +42.3% | +133.3% | +56.4% |
| 10Y | -2.6% | +199.2% | -201.8% | -77.7% |
| All | -2.6% | +193.0% | -195.6% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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