+223.5%
C vs APA
0.0%
+223.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | -2.4% | -15.5% | +13.1% | +1.8% |
| 30D | -6.0% | +2.4% | -8.4% | -7.0% |
| 3M | -10.5% | +22.8% | -33.3% | -16.2% |
| 6M | -5.7% | +17.9% | -23.7% | -11.6% |
| YTD | +4.1% | +87.7% | -83.5% | -16.3% |
| 1Y | +20.5% | +94.2% | -73.7% | -4.3% |
| 3Y | +208.1% | +27.2% | +180.9% | +164.2% |
| 5Y | +110.4% | +74.1% | +36.3% | +53.7% |
| All | +223.5% | 0.0% | +223.5% | +91.5% |
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 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