+190.2%
B vs APA
-3.2%
+193.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | +23.4% | -14.0% | +8.2% |
| 3M | +5.0% | +12.7% | -7.7% | +4.2% |
| 6M | -3.5% | +39.4% | -43.0% | -6.0% |
| YTD | +4.5% | +79.0% | -74.5% | +0.1% |
| 1Y | +67.8% | +88.8% | -21.1% | +60.0% |
| 3Y | +196.7% | +6.4% | +190.3% | +188.9% |
| 5Y | +151.9% | +153.0% | -1.1% | +135.4% |
| All | +190.2% | -3.2% | +193.4% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling