+2,451.3%
EXC vs APA
+860.5%
+1,590.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -1.2% | -15.5% | +14.3% | +0.9% |
| 30D | +10.0% | +2.4% | +7.6% | +9.4% |
| 3M | +1.6% | +22.8% | -21.2% | -1.5% |
| 6M | +3.3% | +17.9% | -14.7% | +0.3% |
| YTD | +7.6% | +87.7% | -80.1% | -2.5% |
| 1Y | +3.5% | +94.2% | -90.7% | -6.8% |
| 3Y | +27.7% | +27.2% | +0.4% | +18.4% |
| 5Y | +41.1% | +74.1% | -33.0% | +20.6% |
| 10Y | +178.2% | +2.6% | +175.6% | +116.8% |
| All | +2,451.3% | +860.5% | +1,590.8% | +1,616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling