+24.0%
B vs APA
+89.4%
-65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +11.3% | -8.7% | +20.1% | +9.5% |
| 30D | +2.9% | -2.4% | +5.4% | +2.5% |
| 3M | -2.9% | +19.0% | -21.8% | +1.0% |
| 6M | -1.2% | +26.8% | -28.0% | +4.0% |
| YTD | -1.3% | +87.3% | -88.7% | -4.4% |
| All | +24.0% | +89.4% | -65.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling