+157.6%
B vs APA
+156.4%
+1.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +5.0% | +12.7% | -7.7% | +3.8% |
| 6M | -3.5% | +39.4% | -43.0% | -7.9% |
| YTD | +4.5% | +79.0% | -74.5% | -3.4% |
| 1Y | +67.8% | +88.8% | -21.1% | +53.6% |
| 3Y | +196.7% | +6.4% | +190.3% | +184.8% |
| All | +157.6% | +156.4% | +1.3% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling