+166.1%
B vs APA
+24.2%
+141.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.5% |
| 7D | +9.6% | -15.5% | +25.1% | +10.2% |
| 30D | +3.5% | +2.4% | +1.1% | +3.2% |
| 3M | -1.6% | +22.8% | -24.4% | -2.8% |
| 6M | -1.7% | +17.9% | -19.6% | -2.8% |
| YTD | -5.3% | +87.7% | -93.0% | -13.2% |
| 1Y | +27.2% | +94.2% | -67.0% | +15.9% |
| 3Y | +166.1% | +27.2% | +138.9% | +172.7% |
| All | +166.1% | +24.2% | +141.9% | +172.7% |
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