+81.0%
F vs APA
+0.9%
+80.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -8.7% | +8.1% | +1.4% |
| 30D | +2.9% | -2.4% | +5.3% | +3.0% |
| 3M | -9.5% | +19.0% | -28.5% | -14.0% |
| 6M | +4.0% | +26.8% | -22.8% | -3.6% |
| YTD | -1.3% | +87.3% | -88.6% | -19.0% |
| 1Y | -1.9% | +92.3% | -94.2% | -20.3% |
| 3Y | +53.5% | +37.3% | +16.2% | +30.6% |
| 5Y | -15.1% | +73.2% | -88.3% | -34.5% |
| 10Y | +81.0% | -0.9% | +81.8% | +12.8% |
| All | +81.0% | +0.9% | +80.1% | +12.8% |
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