-6.2%
DOW vs APA
+59.1%
-65.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.4% | -8.7% | -0.7% | -6.8% |
| 30D | +8.9% | -2.4% | +11.3% | +9.5% |
| 3M | +6.7% | +19.0% | -12.2% | +0.7% |
| 6M | -14.2% | +26.8% | -41.0% | -20.8% |
| YTD | +36.9% | +87.3% | -50.4% | +12.1% |
| 1Y | +45.8% | +92.3% | -46.5% | +18.3% |
| 3Y | -23.9% | +37.3% | -61.2% | -34.5% |
| 5Y | -30.8% | +73.2% | -104.0% | -47.2% |
| All | -6.2% | +59.1% | -65.3% | -41.3% |
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