+235.7%
DIA vs APA
+8.7%
+227.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +2.1% | +8.5% | -6.4% | +1.0% |
| 30D | +1.5% | +2.8% | -1.3% | +0.9% |
| 3M | -2.4% | +21.7% | -24.1% | -5.4% |
| 6M | +6.0% | +32.6% | -26.7% | +1.1% |
| YTD | +10.1% | +103.7% | -93.6% | -2.2% |
| 1Y | +11.8% | +101.8% | -90.0% | -0.7% |
| 3Y | +59.7% | +48.1% | +11.7% | +44.3% |
| 5Y | +57.9% | +91.9% | -34.0% | +32.9% |
| All | +235.7% | +8.7% | +227.0% | +148.7% |
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