+7,328.4%
EW vs APA
+258.4%
+7,070.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.0% |
| 7D | +11.0% | -15.5% | +26.5% | +13.3% |
| 30D | +19.1% | +2.4% | +16.7% | +18.4% |
| 3M | +14.4% | +22.8% | -8.4% | +10.7% |
| 6M | +22.8% | +17.9% | +4.8% | +19.1% |
| YTD | +19.8% | +87.7% | -67.9% | +8.3% |
| 1Y | +23.9% | +94.2% | -70.3% | +11.2% |
| 3Y | +52.2% | +27.2% | +25.0% | +40.5% |
| 5Y | -13.9% | +74.1% | -88.1% | -26.8% |
| 10Y | +241.9% | +2.6% | +239.2% | +161.1% |
| All | +7,328.4% | +258.4% | +7,070.0% | +5,075.2% |
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