+1,103.7%
DIA vs APA
+349.4%
+754.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.9% | -5.5% | +6.5% | +1.8% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | -2.9% | +10.6% | -13.4% | -5.1% |
| 6M | +5.9% | +28.4% | -22.5% | +0.1% |
| YTD | +9.8% | +89.7% | -80.0% | -4.6% |
| 1Y | +11.7% | +90.6% | -78.9% | -3.1% |
| 3Y | +59.5% | +36.9% | +22.6% | +42.1% |
| 5Y | +57.5% | +83.2% | -25.7% | +26.9% |
| 10Y | +235.9% | -0.1% | +236.0% | +147.8% |
| All | +1,103.7% | +349.4% | +754.3% | +570.3% |
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