+4,404.4%
DELL vs APA
-2.4%
+4,406.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.5% | +11.9% |
| 7D | +8.2% | +4.6% | +3.6% | +7.3% |
| 30D | +17.1% | +11.9% | +5.2% | +14.3% |
| 3M | +45.2% | +22.5% | +22.7% | +38.5% |
| 6M | +286.8% | +37.5% | +249.2% | +256.8% |
| YTD | +354.8% | +87.2% | +267.6% | +293.8% |
| 1Y | +358.3% | +101.4% | +256.8% | +288.7% |
| 3Y | +724.9% | +16.9% | +708.0% | +653.0% |
| 5Y | +1,193.7% | +178.4% | +1,015.2% | +883.9% |
| All | +4,404.4% | -2.4% | +4,406.8% | +3,038.9% |
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