+4.3%
DT vs APA
+94.6%
-90.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | +2.0% | +23.4% | -21.4% | +3.7% |
| 3M | +20.0% | +12.7% | +7.3% | +22.0% |
| 6M | +39.3% | +39.4% | -0.1% | +43.2% |
| YTD | +19.8% | +79.0% | -59.2% | +26.6% |
| 1Y | +4.3% | +88.8% | -84.6% | +12.4% |
| All | +4.3% | +94.6% | -90.4% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling