+81.2%
EWZ vs APA
-3.2%
+84.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | +4.8% | +23.4% | -18.6% | -0.1% |
| 3M | +9.9% | +12.7% | -2.8% | +6.4% |
| 6M | +1.9% | +39.4% | -37.5% | -7.1% |
| YTD | +20.3% | +79.0% | -58.6% | +3.0% |
| 1Y | +35.6% | +88.8% | -53.2% | +13.8% |
| 3Y | +43.4% | +6.4% | +37.1% | +32.6% |
| 5Y | +55.9% | +153.0% | -97.0% | +10.9% |
| All | +81.2% | -3.2% | +84.4% | +22.5% |
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