+851.5%
DE vs APA
-2.4%
+853.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -2.6% | +4.6% | -7.1% | -3.4% |
| 30D | +9.0% | +11.9% | -2.9% | +6.6% |
| 3M | +19.1% | +22.5% | -3.3% | +14.0% |
| 6M | +14.4% | +37.5% | -23.2% | +5.9% |
| YTD | +45.9% | +87.2% | -41.2% | +26.8% |
| 1Y | +43.6% | +101.4% | -57.8% | +22.2% |
| 3Y | +75.9% | +16.9% | +59.0% | +61.4% |
| 5Y | +98.8% | +178.4% | -79.7% | +49.5% |
| All | +851.5% | -2.4% | +853.8% | +599.9% |
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