+393.0%
EFA vs APA
+205.9%
+187.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | +1.2% | -1.7% | +2.9% | +1.5% |
| 30D | -0.7% | +15.7% | -16.5% | -4.0% |
| 3M | +6.4% | +16.5% | -10.1% | +2.2% |
| 6M | +11.4% | +35.1% | -23.7% | +2.3% |
| YTD | +14.0% | +82.2% | -68.2% | -2.6% |
| 1Y | +20.2% | +102.5% | -82.3% | -0.6% |
| 3Y | +68.2% | +10.3% | +57.9% | +53.4% |
| 5Y | +54.8% | +166.1% | -111.3% | +7.2% |
| 10Y | +142.4% | -4.9% | +147.3% | +70.2% |
| All | +393.0% | +205.9% | +187.2% | +143.4% |
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