+251.0%
DIA vs APA
-1.1%
+252.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -2.7% | +9.3% | -12.0% | -3.9% |
| 3M | +3.3% | +23.3% | -20.1% | -0.1% |
| 6M | +10.4% | +39.5% | -29.1% | +4.2% |
| YTD | +10.0% | +87.6% | -77.6% | -0.9% |
| 1Y | +16.2% | +114.2% | -98.1% | +2.0% |
| 3Y | +58.7% | +13.6% | +45.2% | +49.2% |
| 5Y | +63.6% | +175.6% | -112.0% | +30.2% |
| 10Y | +251.0% | -2.6% | +253.7% | +164.4% |
| All | +251.0% | -1.1% | +252.2% | +164.4% |
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