+3.2%
EXC vs APA
+89.4%
-86.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -1.7% | -8.7% | +7.0% | -1.9% |
| 30D | +9.3% | -2.4% | +11.7% | +9.2% |
| 3M | +1.0% | +19.0% | -17.9% | +1.4% |
| 6M | +5.9% | +26.8% | -20.9% | +6.1% |
| YTD | +7.6% | +87.3% | -79.7% | +7.5% |
| All | +3.2% | +89.4% | -86.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling