+3,313.5%
DELL vs APA
+19.2%
+3,294.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.6% | +8.2% | +11.0% |
| 7D | +0.4% | +5.1% | -4.7% | -0.5% |
| 30D | -35.1% | +0.3% | -35.4% | -35.1% |
| 3M | -15.1% | +15.6% | -30.8% | -17.8% |
| 6M | +51.7% | +28.9% | +22.8% | +42.8% |
| YTD | +200.0% | +96.6% | +103.4% | +156.8% |
| 1Y | +172.1% | +95.5% | +76.6% | +132.8% |
| 3Y | +431.2% | +41.8% | +389.4% | +368.3% |
| 5Y | +633.1% | +85.4% | +547.7% | +497.8% |
| 10Y | +2,886.3% | +4.5% | +2,881.8% | +1,997.0% |
| All | +3,313.5% | +19.2% | +3,294.2% | +2,153.9% |
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 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