+719.1%
B vs APA
+860.5%
-141.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +9.6% | -15.5% | +25.1% | +12.2% |
| 30D | +3.5% | +2.4% | +1.1% | +2.8% |
| 3M | -1.6% | +22.8% | -24.4% | -5.3% |
| 6M | -1.7% | +17.9% | -19.6% | -5.4% |
| YTD | -5.3% | +87.7% | -93.0% | -16.5% |
| 1Y | +27.2% | +94.2% | -67.0% | +11.4% |
| 3Y | +166.1% | +27.2% | +138.9% | +142.6% |
| 5Y | +136.5% | +74.1% | +62.4% | +96.6% |
| 10Y | +172.2% | +2.6% | +169.6% | +103.7% |
| All | +719.1% | +860.5% | -141.3% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling