-4.9%
APA vs Z
-7.0%
+2.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +3.2% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | +15.7% | -3.7% | +19.5% | +16.3% |
| 3M | +16.5% | -7.0% | +23.4% | +16.9% |
| 6M | +35.1% | -29.5% | +64.6% | +42.8% |
| YTD | +82.2% | -52.6% | +134.8% | +108.8% |
| 1Y | +102.5% | -64.0% | +166.5% | +146.3% |
| 3Y | +10.3% | -36.4% | +46.7% | +11.8% |
| 5Y | +166.1% | -65.8% | +231.9% | +192.4% |
| 10Y | -4.9% | -5.8% | +0.9% | -33.6% |
| All | -4.9% | -7.0% | +2.1% | -33.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling