+7,515.3%
EW vs APA
+257.7%
+7,257.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +12.3% | -8.7% | +21.0% | +13.5% |
| 30D | +22.9% | -2.4% | +25.3% | +23.0% |
| 3M | +16.7% | +19.0% | -2.3% | +13.5% |
| 6M | +31.0% | +26.8% | +4.2% | +25.8% |
| YTD | +22.8% | +87.3% | -64.5% | +11.0% |
| 1Y | +25.6% | +92.3% | -66.7% | +12.9% |
| 3Y | +62.0% | +37.3% | +24.7% | +47.8% |
| 5Y | -12.8% | +73.2% | -86.0% | -25.7% |
| 10Y | +239.8% | -0.9% | +240.6% | +161.0% |
| All | +7,515.3% | +257.7% | +7,257.5% | +5,206.6% |
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