-35.3%
DOW vs APA
+8.0%
-43.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +0.4% | +23.4% | -23.0% | -8.9% |
| 3M | -14.4% | +12.7% | -27.1% | -19.2% |
| 6M | -7.0% | +39.4% | -46.4% | -20.1% |
| YTD | +30.2% | +79.0% | -48.8% | +0.4% |
| 1Y | +29.2% | +88.8% | -59.6% | -3.4% |
| All | -35.3% | +8.0% | -43.3% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling