+48.1%
APA vs Z
-18.1%
+66.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +1.5% |
| 7D | +8.5% | +0.8% | +7.7% | +8.5% |
| 30D | +2.8% | +5.2% | -2.4% | +2.2% |
| 3M | +21.7% | -17.0% | +38.8% | +22.7% |
| 6M | +32.6% | -22.7% | +55.3% | +34.4% |
| YTD | +103.7% | -56.3% | +160.0% | +120.2% |
| 1Y | +101.8% | -57.7% | +159.5% | +119.0% |
| 3Y | +48.1% | -16.5% | +64.6% | +46.6% |
| All | +48.1% | -18.1% | +66.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling