+207.2%
C vs APA
+7.0%
+200.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | +4.7% | +9.6% | -4.9% | +2.2% |
| 30D | +0.2% | -0.2% | +0.4% | -0.1% |
| 3M | -9.3% | +19.8% | -29.2% | -14.4% |
| 6M | -0.8% | +30.1% | -30.9% | -9.4% |
| YTD | +8.5% | +100.4% | -91.9% | -14.2% |
| 1Y | +23.1% | +105.2% | -82.1% | -3.6% |
| 3Y | +220.8% | +44.6% | +176.2% | +165.5% |
| 5Y | +112.4% | +88.8% | +23.6% | +51.9% |
| All | +207.2% | +7.0% | +200.2% | +77.4% |
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