+333.0%
APP vs APA
+156.4%
+176.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.8% |
| 7D | +0.9% | +0.5% | +0.3% | +0.7% |
| 30D | -23.3% | +23.4% | -46.7% | -26.5% |
| 3M | -42.6% | +12.7% | -55.3% | -44.4% |
| 6M | -33.6% | +39.4% | -73.0% | -39.5% |
| YTD | -52.4% | +79.0% | -131.4% | -59.3% |
| 1Y | -35.9% | +88.8% | -124.7% | -46.3% |
| 3Y | +642.2% | +6.4% | +635.9% | +581.6% |
| All | +333.0% | +156.4% | +176.6% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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