+14,609.3%
DE vs APA
+815.8%
+13,793.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.6% |
| 7D | +10.0% | +0.5% | +9.5% | +9.9% |
| 30D | +13.3% | +23.4% | -10.1% | +7.4% |
| 3M | +17.5% | +12.7% | +4.8% | +13.1% |
| 6M | +13.6% | +39.4% | -25.8% | +2.6% |
| YTD | +49.8% | +79.0% | -29.2% | +26.9% |
| 1Y | +47.9% | +88.8% | -41.0% | +22.4% |
| 3Y | +72.5% | +6.4% | +66.2% | +58.4% |
| 5Y | +90.2% | +153.0% | -62.7% | +33.6% |
| 10Y | +865.4% | +7.5% | +857.8% | +547.3% |
| All | +14,609.3% | +815.8% | +13,793.5% | +6,771.0% |
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