-0.1%
APA vs Z
-19.5%
+19.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.4% |
| 7D | -5.5% | -6.5% | +0.9% | -4.7% |
| 30D | -1.2% | -0.1% | -1.1% | -2.1% |
| 3M | +10.6% | -14.1% | +24.7% | +12.4% |
| 6M | +28.4% | -30.1% | +58.5% | +35.2% |
| YTD | +89.7% | -57.5% | +147.3% | +119.9% |
| 1Y | +90.6% | -60.3% | +150.9% | +124.0% |
| 3Y | +36.9% | -21.0% | +57.9% | +29.7% |
| 5Y | +83.2% | -54.9% | +138.1% | +87.6% |
| 10Y | -0.1% | -16.0% | +15.9% | -29.8% |
| All | -0.1% | -19.5% | +19.4% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling