+6,438.2%
EW vs APA
+241.7%
+6,196.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | +1.0% | +23.4% | -22.4% | -1.8% |
| 3M | +2.8% | +12.7% | -9.9% | +0.8% |
| 6M | +5.5% | +39.4% | -33.9% | -0.1% |
| YTD | +5.5% | +79.0% | -73.5% | -3.7% |
| 1Y | +11.0% | +88.8% | -77.8% | +0.1% |
| 3Y | +17.7% | +6.4% | +11.3% | +11.8% |
| 5Y | -25.7% | +153.0% | -178.7% | -40.4% |
| 10Y | +132.8% | +7.5% | +125.3% | +76.2% |
| All | +6,438.2% | +241.7% | +6,196.5% | +4,502.5% |
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