+88.8%
APA vs Z
-58.8%
+147.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.4% |
| 7D | +0.5% | -3.0% | +3.5% | +0.2% |
| 30D | +23.4% | -4.2% | +27.6% | +22.9% |
| 3M | +12.7% | -3.7% | +16.4% | +13.3% |
| 6M | +39.4% | -24.5% | +63.9% | +38.5% |
| YTD | +79.0% | -49.3% | +128.2% | +79.2% |
| 1Y | +88.8% | -58.7% | +147.5% | +85.4% |
| All | +88.8% | -58.8% | +147.7% | +85.4% |
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