+1,045.8%
C vs APA
+905.9%
+140.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.5% |
| 7D | -0.4% | +5.1% | -5.5% | -1.9% |
| 30D | -5.3% | +0.3% | -5.6% | -5.8% |
| 3M | -8.0% | +15.6% | -23.7% | -12.7% |
| 6M | -0.3% | +28.9% | -29.2% | -9.5% |
| YTD | +8.6% | +96.6% | -87.9% | -15.2% |
| 1Y | +25.8% | +95.5% | -69.7% | -1.9% |
| 3Y | +221.2% | +41.8% | +179.4% | +163.0% |
| 5Y | +113.6% | +85.4% | +28.1% | +50.2% |
| 10Y | +218.3% | +4.5% | +213.8% | +100.5% |
| All | +1,045.8% | +905.9% | +140.0% | +418.0% |
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