+446.2%
APP vs APA
+180.9%
+265.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.3% | +31.4% |
| 7D | +39.7% | -15.6% | +55.3% | +42.8% |
| 30D | +27.7% | -0.9% | +28.6% | +27.1% |
| 3M | -14.8% | +26.1% | -40.9% | -19.1% |
| 6M | -25.5% | +6.1% | -31.6% | -27.5% |
| YTD | -47.2% | +82.8% | -130.0% | -54.8% |
| 1Y | -42.3% | +106.5% | -148.8% | -52.2% |
| 3Y | +806.8% | +21.9% | +784.9% | +704.5% |
| 5Y | +261.6% | +69.7% | +192.0% | +200.8% |
| All | +446.2% | +180.9% | +265.2% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling