+1,163.5%
C vs APA
+815.8%
+347.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +0.1% | +23.4% | -23.3% | -6.4% |
| 3M | +2.4% | +12.7% | -10.3% | -2.3% |
| 6M | +24.9% | +39.4% | -14.5% | +9.7% |
| YTD | +19.8% | +79.0% | -59.1% | -3.2% |
| 1Y | +44.9% | +88.8% | -44.0% | +13.8% |
| 3Y | +263.0% | +6.4% | +256.6% | +225.6% |
| 5Y | +129.5% | +153.0% | -23.5% | +45.9% |
| 10Y | +291.6% | +7.5% | +284.1% | +144.6% |
| All | +1,163.5% | +815.8% | +347.7% | +491.4% |
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 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