+502.6%
EWT vs APA
-2.8%
+505.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +4.8% | +9.6% | -4.8% | +3.7% |
| 3M | +11.1% | +18.0% | -6.9% | +8.7% |
| 6M | +54.6% | +41.9% | +12.8% | +46.9% |
| YTD | +71.4% | +86.3% | -14.9% | +57.1% |
| 1Y | +82.1% | +97.9% | -15.8% | +65.1% |
| 3Y | +193.2% | +12.8% | +180.4% | +178.0% |
| 5Y | +146.1% | +177.2% | -31.1% | +106.5% |
| All | +502.6% | -2.8% | +505.4% | +406.3% |
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