-10.8%
DOW vs APA
+52.0%
-62.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +0.4% | +23.4% | -23.0% | -6.1% |
| 3M | -14.4% | +12.7% | -27.1% | -17.7% |
| 6M | -7.0% | +39.4% | -46.4% | -16.2% |
| YTD | +30.2% | +79.0% | -48.8% | +8.6% |
| 1Y | +29.2% | +88.8% | -59.6% | +5.4% |
| 3Y | -36.7% | +6.4% | -43.1% | -41.3% |
| 5Y | -37.7% | +153.0% | -190.7% | -57.4% |
| All | -10.8% | +52.0% | -62.8% | -43.2% |
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