+200.4%
B vs APA
+5.6%
+194.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 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% | +4.3% |
| 6M | -3.5% | +39.4% | -43.0% | -7.9% |
| YTD | +4.5% | +79.0% | -74.5% | -4.0% |
| 1Y | +67.8% | +88.8% | -21.1% | +52.4% |
| All | +200.4% | +5.6% | +194.8% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling