+594.1%
EWT vs APA
+159.1%
+435.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.5% |
| 7D | +4.0% | +0.5% | +3.4% | +3.8% |
| 30D | +10.3% | +23.4% | -13.1% | +5.6% |
| 3M | +6.1% | +12.7% | -6.6% | +2.9% |
| 6M | +56.6% | +39.4% | +17.2% | +43.8% |
| YTD | +76.6% | +79.0% | -2.4% | +53.4% |
| 1Y | +97.9% | +88.8% | +9.0% | +68.9% |
| 3Y | +198.0% | +6.4% | +191.6% | +176.4% |
| 5Y | +151.8% | +153.0% | -1.2% | +84.6% |
| 10Y | +514.1% | +7.5% | +506.6% | +331.3% |
| All | +594.1% | +159.1% | +435.0% | +300.1% |
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