+130.7%
C vs APA
+156.4%
-25.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | +0.1% | +23.4% | -23.3% | -4.2% |
| 3M | +2.4% | +12.7% | -10.3% | -0.6% |
| 6M | +24.9% | +39.4% | -14.5% | +13.9% |
| YTD | +19.8% | +79.0% | -59.1% | +2.3% |
| 1Y | +44.9% | +88.8% | -44.0% | +21.0% |
| 3Y | +263.0% | +6.4% | +256.6% | +234.8% |
| All | +130.7% | +156.4% | -25.7% | +59.6% |
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 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