-8.1%
DT vs APA
+24.2%
-32.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -24.7% | -15.5% | -9.2% | -23.4% |
| 30D | -27.4% | +2.4% | -29.8% | -27.5% |
| 3M | -11.1% | +22.8% | -33.9% | -12.9% |
| 6M | +13.7% | +17.9% | -4.3% | +11.6% |
| YTD | +0.2% | +87.7% | -87.4% | -8.2% |
| 1Y | -5.7% | +94.2% | -99.9% | -14.2% |
| 3Y | -8.1% | +27.2% | -35.3% | -17.7% |
| All | -8.1% | +24.2% | -32.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling