+3,290.5%
DELL vs APA
+21.6%
+3,268.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.1% |
| 7D | +17.1% | +9.6% | +7.5% | +15.1% |
| 30D | -35.1% | -0.2% | -34.8% | -35.0% |
| 3M | -23.3% | +19.8% | -43.1% | -26.2% |
| 6M | +55.8% | +30.1% | +25.8% | +46.4% |
| YTD | +198.0% | +100.4% | +97.5% | +154.1% |
| 1Y | +166.6% | +105.2% | +61.4% | +125.8% |
| 3Y | +427.6% | +44.6% | +383.0% | +363.3% |
| 5Y | +630.6% | +88.8% | +541.8% | +493.6% |
| 10Y | +2,866.3% | +6.6% | +2,859.7% | +1,974.7% |
| All | +3,290.5% | +21.6% | +3,268.9% | +2,130.0% |
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