+85.5%
DT vs APA
+144.3%
-58.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.1% |
| 7D | -5.4% | +5.1% | -10.5% | -6.2% |
| 30D | -32.2% | +0.3% | -32.5% | -32.3% |
| 3M | -10.9% | +15.6% | -26.6% | -13.3% |
| 6M | +10.0% | +28.9% | -18.9% | +4.4% |
| YTD | +2.1% | +96.6% | -94.5% | -11.2% |
| 1Y | -5.5% | +95.5% | -101.0% | -17.8% |
| 3Y | -12.4% | +41.8% | -54.2% | -22.0% |
| 5Y | -39.7% | +85.4% | -125.1% | -50.2% |
| All | +85.5% | +144.3% | -58.8% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling