+200.1%
EXC vs APA
+4.1%
+195.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.1% |
| 7D | -1.4% | +5.1% | -6.4% | -1.8% |
| 30D | +8.3% | +0.3% | +8.0% | +8.1% |
| 3M | +2.6% | +15.6% | -13.0% | +1.1% |
| 6M | +5.2% | +28.9% | -23.7% | +2.4% |
| YTD | +7.5% | +96.6% | -89.0% | +0.4% |
| 1Y | +3.2% | +95.5% | -92.4% | -3.7% |
| 3Y | +29.5% | +41.8% | -12.3% | +22.6% |
| 5Y | +39.7% | +85.4% | -45.8% | +25.5% |
| 10Y | +200.1% | +4.5% | +195.5% | +136.8% |
| All | +200.1% | +4.1% | +195.9% | +136.8% |
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