+40.4%
EXC vs APA
+94.1%
-53.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.3% |
| 7D | +1.4% | +8.5% | -7.2% | +1.0% |
| 30D | +8.6% | +2.8% | +5.8% | +8.4% |
| 3M | +2.4% | +21.7% | -19.3% | +1.4% |
| 6M | +6.5% | +32.6% | -26.2% | +4.9% |
| YTD | +9.0% | +103.7% | -94.7% | +4.8% |
| 1Y | +4.6% | +101.8% | -97.2% | +0.5% |
| 3Y | +33.5% | +48.1% | -14.6% | +30.9% |
| All | +40.4% | +94.1% | -53.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling