+18.6%
DIA vs APA
+94.6%
-76.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.1% |
| 30D | -1.5% | +23.4% | -24.9% | -0.1% |
| 3M | +3.8% | +12.7% | -8.9% | +4.8% |
| 6M | +10.3% | +39.4% | -29.2% | +10.9% |
| YTD | +12.1% | +79.0% | -66.9% | +12.2% |
| 1Y | +18.6% | +88.8% | -70.2% | +19.0% |
| All | +18.6% | +94.6% | -76.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling