+69.8%
APA vs Z
-55.4%
+125.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +2.9% |
| 7D | -15.5% | -4.6% | -11.0% | -15.2% |
| 30D | +2.4% | +8.3% | -5.9% | +0.7% |
| 3M | +22.8% | -11.6% | +34.4% | +23.7% |
| 6M | +17.9% | -33.6% | +51.6% | +23.5% |
| YTD | +87.7% | -56.7% | +144.4% | +109.2% |
| 1Y | +94.2% | -59.1% | +153.3% | +118.5% |
| 3Y | +27.2% | -20.4% | +47.6% | +21.4% |
| All | +69.8% | -55.4% | +125.2% | +70.5% |
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