+762.6%
DE vs APA
+7.0%
+755.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.2% |
| 7D | +2.3% | +9.6% | -7.3% | +0.5% |
| 30D | +4.4% | -0.2% | +4.7% | +4.3% |
| 3M | +9.8% | +19.8% | -10.1% | +5.6% |
| 6M | +15.8% | +30.1% | -14.3% | +8.9% |
| YTD | +47.0% | +100.4% | -53.5% | +25.6% |
| 1Y | +42.8% | +105.2% | -62.4% | +21.3% |
| 3Y | +88.9% | +44.6% | +44.3% | +65.9% |
| 5Y | +101.9% | +88.8% | +13.1% | +63.1% |
| All | +762.6% | +7.0% | +755.6% | +524.5% |
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