+66.5%
EWZ vs APA
+8.7%
+57.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +0.8% | +8.5% | -7.8% | -1.0% |
| 30D | -24.4% | +2.8% | -27.1% | -25.0% |
| 3M | -4.6% | +21.7% | -26.3% | -9.0% |
| 6M | -11.6% | +32.6% | -44.2% | -17.9% |
| YTD | +2.4% | +103.7% | -101.3% | -15.1% |
| 1Y | +2.1% | +101.8% | -99.7% | -15.4% |
| 3Y | +18.7% | +48.1% | -29.3% | +1.5% |
| 5Y | +54.2% | +91.9% | -37.7% | +17.9% |
| All | +66.5% | +8.7% | +57.8% | +13.5% |
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