-4.2%
DT vs APA
+107.6%
-111.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | +3.1% | +8.5% | -5.4% | +3.0% |
| 30D | -29.5% | +2.8% | -32.3% | -29.4% |
| 3M | -11.7% | +21.7% | -33.4% | -11.1% |
| 6M | +29.0% | +32.6% | -3.6% | +31.5% |
| YTD | +3.4% | +103.7% | -100.3% | +5.1% |
| 1Y | -4.2% | +101.8% | -106.0% | -2.3% |
| All | -4.2% | +107.6% | -111.8% | -2.3% |
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 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