+866.0%
APA vs WY
+676.8%
+189.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.5% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | +15.7% | -10.5% | +26.2% | +21.4% |
| 3M | +16.5% | -4.9% | +21.3% | +18.1% |
| 6M | +35.1% | -4.9% | +40.0% | +35.4% |
| YTD | +82.2% | -1.7% | +83.9% | +79.2% |
| 1Y | +102.5% | -9.4% | +111.8% | +106.3% |
| 3Y | +10.3% | -22.3% | +32.6% | +19.3% |
| 5Y | +166.1% | -20.5% | +186.6% | +185.7% |
| 10Y | -4.9% | +4.9% | -9.8% | -5.2% |
| All | +866.0% | +676.8% | +189.2% | +516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling