+30.4%
APA vs Z
+10.9%
+19.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.9% |
| 7D | -8.7% | -5.2% | -3.6% | -8.1% |
| 30D | -2.4% | +5.7% | -8.1% | -4.4% |
| 3M | +19.0% | -8.7% | +27.7% | +19.6% |
| 6M | +26.8% | -26.0% | +52.8% | +32.1% |
| YTD | +87.3% | -55.0% | +142.4% | +114.7% |
| 1Y | +92.3% | -58.0% | +150.3% | +123.5% |
| 3Y | +37.3% | -15.2% | +52.4% | +28.3% |
| 5Y | +73.2% | -53.8% | +127.0% | +77.1% |
| 10Y | -0.9% | -14.5% | +13.7% | -30.5% |
| All | +30.4% | +10.9% | +19.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling