+87.8%
DT vs APA
+153.2%
-65.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +3.1% | +8.5% | -5.4% | +1.7% |
| 30D | -29.5% | +2.8% | -32.3% | -29.9% |
| 3M | -11.7% | +21.7% | -33.4% | -14.9% |
| 6M | +29.0% | +32.6% | -3.6% | +21.8% |
| YTD | +3.4% | +103.7% | -100.3% | -10.6% |
| 1Y | -4.2% | +101.8% | -106.0% | -17.2% |
| 3Y | -12.8% | +48.1% | -60.9% | -23.0% |
| 5Y | -39.6% | +91.9% | -131.5% | -50.4% |
| All | +87.8% | +153.2% | -65.3% | +21.2% |
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 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