+376.6%
EFA vs APA
+242.0%
+134.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.2% |
| 7D | +2.2% | +8.5% | -6.3% | +0.4% |
| 30D | +1.4% | +2.8% | -1.4% | +0.5% |
| 3M | -4.2% | +21.7% | -25.9% | -8.7% |
| 6M | +1.9% | +32.6% | -30.7% | -5.5% |
| YTD | +10.2% | +103.7% | -93.5% | -8.6% |
| 1Y | +12.8% | +101.8% | -89.0% | -6.4% |
| 3Y | +65.2% | +48.1% | +17.1% | +40.6% |
| 5Y | +49.8% | +91.9% | -42.1% | +13.0% |
| 10Y | +145.2% | +8.4% | +136.8% | +66.7% |
| All | +376.6% | +242.0% | +134.7% | +128.5% |
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