-1.6%
F vs APA
+89.4%
-91.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.6% | -8.7% | +8.1% | -2.1% |
| 30D | +2.9% | -2.4% | +5.3% | +2.5% |
| 3M | -9.5% | +19.0% | -28.5% | -6.4% |
| 6M | +4.0% | +26.8% | -22.8% | +9.2% |
| YTD | -1.3% | +87.3% | -88.6% | -4.8% |
| All | -1.6% | +89.4% | -91.0% | -5.5% |
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