+117.6%
DT vs APA
+122.4%
-4.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | +2.0% | +23.4% | -21.4% | -1.8% |
| 3M | +20.0% | +12.7% | +7.3% | +16.8% |
| 6M | +39.3% | +39.4% | -0.1% | +29.6% |
| YTD | +19.8% | +79.0% | -59.2% | +6.0% |
| 1Y | +4.3% | +88.8% | -84.6% | -9.3% |
| 3Y | +7.7% | +6.4% | +1.3% | +1.0% |
| 5Y | -26.8% | +153.0% | -179.8% | -42.6% |
| All | +117.6% | +122.4% | -4.8% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling