+200.5%
B vs APA
+0.9%
+199.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +11.3% | -8.7% | +20.1% | +11.7% |
| 30D | +2.9% | -2.4% | +5.4% | +2.9% |
| 3M | -2.9% | +19.0% | -21.8% | -3.9% |
| 6M | -1.2% | +26.8% | -28.0% | -2.7% |
| YTD | -1.3% | +87.3% | -88.7% | -5.6% |
| 1Y | +30.4% | +92.3% | -61.9% | +24.5% |
| 3Y | +195.3% | +37.3% | +158.0% | +183.8% |
| 5Y | +146.2% | +73.2% | +73.0% | +133.5% |
| 10Y | +200.5% | -0.9% | +201.3% | +173.9% |
| All | +200.5% | +0.9% | +199.6% | +173.9% |
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 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