+236.1%
EW vs APA
+0.4%
+235.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | +9.3% | -5.5% | +14.8% | +9.8% |
| 30D | +22.1% | -1.2% | +23.2% | +22.0% |
| 3M | +13.0% | +10.6% | +2.5% | +11.4% |
| 6M | +30.1% | +28.4% | +1.7% | +25.8% |
| YTD | +22.0% | +89.7% | -67.7% | +12.1% |
| 1Y | +23.7% | +90.6% | -66.9% | +13.5% |
| 3Y | +62.0% | +36.9% | +25.1% | +50.6% |
| 5Y | -12.4% | +83.2% | -95.7% | -24.0% |
| 10Y | +236.1% | -0.1% | +236.2% | +138.0% |
| All | +236.1% | +0.4% | +235.7% | +138.0% |
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