+98.2%
DE vs APA
+177.1%
-78.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | +11.1% | +9.3% | +1.8% | +9.1% |
| 3M | +17.6% | +23.3% | -5.7% | +11.9% |
| 6M | +13.6% | +39.5% | -25.9% | +3.8% |
| YTD | +46.3% | +87.6% | -41.4% | +24.4% |
| 1Y | +44.2% | +114.2% | -70.1% | +17.7% |
| 3Y | +76.6% | +13.6% | +63.0% | +62.5% |
| 5Y | +98.2% | +175.6% | -77.4% | +40.1% |
| All | +98.2% | +177.1% | -78.8% | +40.1% |
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