-28.1%
DT vs APA
+156.3%
-184.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.6% |
| 30D | +2.7% | +15.7% | -13.0% | -0.2% |
| 3M | +20.0% | +16.5% | +3.5% | +15.9% |
| 6M | +28.0% | +35.1% | -7.1% | +18.9% |
| YTD | +16.0% | +82.2% | -66.2% | +0.7% |
| 1Y | +0.7% | +102.5% | -101.7% | -15.5% |
| 3Y | +6.2% | +10.3% | -4.1% | -0.6% |
| 5Y | -28.1% | +166.1% | -194.3% | -46.8% |
| All | -28.1% | +156.3% | -184.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling