+641.7%
BE vs APA
+24.3%
+617.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.8% |
| 7D | -13.4% | -5.5% | -7.8% | -11.5% |
| 30D | -33.9% | -1.2% | -32.7% | -34.0% |
| 3M | -12.0% | +10.6% | -22.5% | -16.4% |
| 6M | -29.0% | +28.4% | -57.4% | -37.7% |
| YTD | +113.4% | +89.7% | +23.7% | +57.5% |
| 1Y | +33.2% | +90.6% | -57.4% | -2.6% |
| 3Y | +1,659.2% | +36.9% | +1,622.3% | +1,293.0% |
| 5Y | +461.4% | +83.2% | +378.1% | +274.5% |
| All | +641.7% | +24.3% | +617.4% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling