+107.2%
APA vs Z
-54.2%
+161.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +9.4% | -16.3% | -5.5% |
| 7D | -13.0% | +10.2% | -23.1% | -11.6% |
| 30D | +2.0% | +23.7% | -21.7% | +5.0% |
| 3M | +24.9% | -6.6% | +31.5% | +24.4% |
| 6M | +7.2% | -23.0% | +30.2% | +6.2% |
| YTD | +87.1% | -50.3% | +137.4% | +87.5% |
| 1Y | +107.2% | -53.6% | +160.7% | +111.7% |
| All | +107.2% | -54.2% | +161.3% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling