+121.7%
EW vs APA
-0.7%
+122.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.4% | -3.7% |
| 7D | -4.4% | -1.7% | -2.7% | -4.3% |
| 30D | -3.3% | +15.7% | -19.1% | -4.9% |
| 3M | +1.0% | +16.5% | -15.4% | -0.9% |
| 6M | +6.2% | +35.1% | -28.9% | +2.0% |
| YTD | +1.7% | +82.2% | -80.5% | -5.8% |
| 1Y | +8.1% | +102.5% | -94.3% | -1.5% |
| 3Y | +17.1% | +10.3% | +6.8% | +12.1% |
| 5Y | -29.4% | +166.1% | -195.5% | -41.7% |
| 10Y | +121.7% | -4.9% | +126.6% | +58.1% |
| All | +121.7% | -0.7% | +122.4% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling