+207.5%
APA vs VSXY
+93.0%
+114.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | +8.5% | -1.7% | +10.3% | +8.7% |
| 30D | +2.8% | +20.1% | -17.3% | +0.3% |
| 3M | +21.7% | +16.6% | +5.1% | +18.8% |
| 6M | +32.6% | +134.9% | -102.3% | +16.0% |
| YTD | +103.7% | +96.0% | +7.7% | +80.4% |
| 1Y | +101.8% | +203.8% | -102.0% | +65.3% |
| 3Y | +48.1% | +465.3% | -417.3% | +0.9% |
| 5Y | +91.9% | +106.3% | -14.4% | +49.8% |
| All | +207.5% | +93.0% | +114.5% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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