+102.5%
APA vs Z
-63.3%
+165.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +1.2% |
| 7D | -1.7% | -3.3% | +1.6% | -2.0% |
| 30D | +15.7% | -3.7% | +19.5% | +15.5% |
| 3M | +16.5% | -7.0% | +23.4% | +16.6% |
| 6M | +35.1% | -29.5% | +64.6% | +33.9% |
| YTD | +82.2% | -52.6% | +134.8% | +84.3% |
| 1Y | +102.5% | -64.0% | +166.5% | +104.5% |
| All | +102.5% | -63.3% | +165.7% | +104.5% |
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