+502.5%
EWT vs APA
+194.9%
+307.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +9.1% | +8.5% | +0.6% | +7.4% |
| 30D | -12.2% | +2.8% | -15.0% | -12.8% |
| 3M | -9.4% | +21.7% | -31.1% | -13.2% |
| 6M | +2.7% | +32.6% | -30.0% | -4.1% |
| YTD | +53.3% | +103.7% | -50.4% | +29.4% |
| 1Y | +59.2% | +101.8% | -42.6% | +34.4% |
| 3Y | +157.1% | +48.1% | +109.0% | +122.7% |
| 5Y | +119.6% | +91.9% | +27.7% | +71.6% |
| 10Y | +446.9% | +8.4% | +438.6% | +290.1% |
| All | +502.5% | +194.9% | +307.6% | +237.4% |
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