+2,340.5%
EXC vs APA
+815.8%
+1,524.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | -3.7% | +23.4% | -27.1% | -6.5% |
| 3M | -1.3% | +12.7% | -14.0% | -3.2% |
| 6M | -9.7% | +39.4% | -49.1% | -14.4% |
| YTD | +2.9% | +79.0% | -76.1% | -5.9% |
| 1Y | +4.4% | +88.8% | -84.4% | -5.7% |
| 3Y | +22.2% | +6.4% | +15.9% | +16.4% |
| 5Y | +46.7% | +153.0% | -106.3% | +18.4% |
| 10Y | +155.3% | +7.5% | +147.8% | +97.0% |
| All | +2,340.5% | +815.8% | +1,524.8% | +1,557.2% |
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