+154.8%
APA vs Z
-64.8%
+219.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.9% |
| 7D | +0.5% | -3.0% | +3.5% | +0.9% |
| 30D | +23.4% | -4.2% | +27.6% | +23.8% |
| 3M | +12.7% | -3.7% | +16.4% | +12.6% |
| 6M | +39.4% | -24.5% | +63.9% | +43.5% |
| YTD | +79.0% | -49.3% | +128.2% | +95.0% |
| 1Y | +88.8% | -58.7% | +147.5% | +112.0% |
| 3Y | +6.4% | -34.1% | +40.5% | +7.8% |
| All | +154.8% | -64.8% | +219.6% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling