-1.4%
DOW vs APA
+66.9%
-68.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.2% |
| 7D | -0.5% | +5.1% | -5.5% | -2.0% |
| 30D | +15.7% | +0.3% | +15.4% | +15.4% |
| 3M | +5.3% | +15.6% | -10.3% | +0.3% |
| 6M | -14.2% | +28.9% | -43.1% | -21.3% |
| YTD | +43.9% | +96.6% | -52.6% | +16.1% |
| 1Y | +53.1% | +95.5% | -42.5% | +23.5% |
| 3Y | -21.8% | +41.8% | -63.6% | -33.4% |
| 5Y | -28.3% | +85.4% | -113.7% | -46.5% |
| All | -1.4% | +66.9% | -68.3% | -39.2% |
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